+528.2%
AMKR vs NVS
+179.5%
+348.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.7% | +4.6% |
| 7D | +8.3% | -14.3% | +22.6% | +15.3% |
| 30D | -6.8% | -10.0% | +3.2% | -4.0% |
| 3M | -31.9% | -10.9% | -21.1% | -30.6% |
| 6M | +18.4% | -12.0% | +30.3% | +21.2% |
| YTD | +31.7% | +2.5% | +29.2% | +22.1% |
| 1Y | +105.2% | +10.7% | +94.6% | +80.7% |
| 3Y | +147.7% | +53.3% | +94.4% | +69.2% |
| 5Y | +99.4% | +93.6% | +5.8% | +7.2% |
| All | +528.2% | +179.5% | +348.6% | +200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling