+528.2%
AMKR vs OMC
+34.2%
+493.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.7% |
| 7D | +8.3% | -4.4% | +12.7% | +10.6% |
| 30D | -6.8% | -7.6% | +0.8% | -3.6% |
| 3M | -31.9% | +4.5% | -36.5% | -36.0% |
| 6M | +18.4% | -0.3% | +18.6% | +13.7% |
| YTD | +31.7% | -0.1% | +31.8% | +23.8% |
| 1Y | +105.2% | +4.6% | +100.6% | +84.3% |
| 3Y | +147.7% | +10.5% | +137.3% | +111.1% |
| 5Y | +99.4% | +31.7% | +67.6% | +50.6% |
| All | +528.2% | +34.2% | +493.9% | +358.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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