+315.9%
AMKR vs OMC
+527.0%
-211.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +3.6% |
| 7D | +8.9% | -4.2% | +13.1% | +11.8% |
| 30D | -2.7% | -7.5% | +4.8% | +1.7% |
| 3M | -27.5% | +4.6% | -32.1% | -33.0% |
| 6M | +19.4% | -4.8% | +24.2% | +16.9% |
| YTD | +30.7% | -1.0% | +31.7% | +21.0% |
| 1Y | +107.9% | +3.8% | +104.1% | +82.0% |
| 3Y | +136.1% | +10.2% | +125.9% | +93.6% |
| 5Y | +96.6% | +29.7% | +66.9% | +40.5% |
| 10Y | +535.0% | +32.3% | +502.7% | +313.0% |
| All | +315.9% | +527.0% | -211.1% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling