+319.0%
AMKR vs NTRS
+840.4%
-521.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.4% | +3.8% |
| 7D | +8.3% | +1.4% | +6.9% | +7.3% |
| 30D | -6.8% | -0.7% | -6.1% | -6.4% |
| 3M | -31.9% | +11.3% | -43.3% | -36.3% |
| 6M | +18.4% | +35.5% | -17.2% | -2.1% |
| YTD | +31.7% | +40.6% | -8.9% | +6.4% |
| 1Y | +105.2% | +49.2% | +56.0% | +60.0% |
| 3Y | +147.7% | +167.2% | -19.5% | +32.6% |
| 5Y | +99.4% | +94.9% | +4.4% | +26.7% |
| 10Y | +539.7% | +259.5% | +280.2% | +173.9% |
| All | +319.0% | +840.4% | -521.4% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling