+301.2%
AMKR vs NVS
+736.0%
-434.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +5.5% | -15.7% | +21.2% | +15.1% |
| 30D | -8.6% | -11.1% | +2.5% | -4.3% |
| 3M | -28.7% | -7.2% | -21.5% | -28.4% |
| 6M | +13.3% | -12.3% | +25.6% | +17.2% |
| YTD | +26.1% | +2.8% | +23.3% | +17.5% |
| 1Y | +101.2% | +11.9% | +89.2% | +77.0% |
| 3Y | +127.7% | +55.1% | +72.7% | +57.3% |
| 5Y | +90.9% | +94.1% | -3.2% | +10.0% |
| 10Y | +512.5% | +181.2% | +331.3% | +182.4% |
| All | +301.2% | +736.0% | -434.8% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling