+140.0%
AMKR vs NVTS
-16.8%
+156.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.3% | +0.1% | +3.7% |
| 7D | +8.3% | -1.4% | +9.7% | +8.6% |
| 30D | -6.8% | -16.5% | +9.7% | -3.9% |
| 3M | -31.9% | -47.6% | +15.7% | -24.5% |
| 6M | +18.4% | +7.3% | +11.1% | +15.6% |
| YTD | +31.7% | +62.9% | -31.2% | +19.9% |
| 1Y | +105.2% | +91.3% | +14.0% | +78.8% |
| 3Y | +147.7% | +43.4% | +104.3% | +107.6% |
| All | +140.0% | -16.8% | +156.8% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 5y: compounded portfolio wealth divided by compounded NVTS 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…
5y analysis · Full analysis span regression · 6 months rolling