+319.0%
AMKR vs NYT
+167.2%
+151.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +4.0% | +4.2% |
| 7D | +8.3% | -0.6% | +8.9% | +8.6% |
| 30D | -6.8% | +4.6% | -11.4% | -8.9% |
| 3M | -31.9% | -9.6% | -22.4% | -30.6% |
| 6M | +18.4% | -14.0% | +32.4% | +22.7% |
| YTD | +31.7% | -2.8% | +34.5% | +27.9% |
| 1Y | +105.2% | +15.6% | +89.6% | +81.8% |
| 3Y | +147.7% | +56.3% | +91.4% | +84.5% |
| 5Y | +99.4% | +39.5% | +59.8% | +52.5% |
| 10Y | +539.7% | +488.0% | +51.7% | +128.3% |
| All | +319.0% | +167.2% | +151.9% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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