+1,142.1%
AMKR vs NWSA
+120.6%
+1,021.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.8% | -3.1% |
| 7D | +5.5% | -4.8% | +10.3% | +8.5% |
| 30D | -8.6% | +3.0% | -11.6% | -10.5% |
| 3M | -28.7% | +9.3% | -38.0% | -34.7% |
| 6M | +13.3% | +23.2% | -9.9% | -4.6% |
| YTD | +26.1% | +13.3% | +12.7% | +10.8% |
| 1Y | +101.2% | +2.9% | +98.3% | +86.9% |
| 3Y | +127.7% | +43.3% | +84.4% | +71.2% |
| 5Y | +90.9% | +40.9% | +50.0% | +43.1% |
| 10Y | +512.5% | +148.1% | +364.4% | +213.8% |
| All | +1,142.1% | +120.6% | +1,021.5% | +592.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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