+1.9%
AMKR vs NTRS
+43.5%
-41.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.1% | -8.4% | -8.5% |
| 7D | -15.5% | +3.6% | -19.1% | -18.8% |
| 30D | -34.7% | +4.3% | -39.0% | -37.7% |
| 3M | -36.1% | -1.9% | -34.1% | -34.8% |
| 6M | -49.6% | +11.4% | -61.0% | -54.7% |
| YTD | -9.2% | +32.3% | -41.5% | -37.6% |
| 1Y | +1.9% | +42.5% | -40.7% | -36.2% |
| All | +1.9% | +43.5% | -41.6% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling