+724.2%
AMKR vs OTIS
+87.9%
+636.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -2.5% |
| 7D | +5.5% | -5.0% | +10.5% | +8.2% |
| 30D | -8.6% | -6.5% | -2.1% | -5.9% |
| 3M | -28.7% | -2.0% | -26.8% | -29.0% |
| 6M | +13.3% | -20.2% | +33.5% | +25.6% |
| YTD | +26.1% | -21.0% | +47.0% | +39.6% |
| 1Y | +101.2% | -20.9% | +122.0% | +121.5% |
| 3Y | +127.7% | -13.3% | +141.1% | +131.8% |
| 5Y | +90.9% | -18.5% | +109.4% | +96.3% |
| All | +724.2% | +87.9% | +636.3% | +581.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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