+331.0%
AMKR vs OUST
-61.4%
+392.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.9% | +3.3% | +5.6% |
| 7D | +11.1% | +12.7% | -1.6% | +8.4% |
| 30D | -8.1% | -13.6% | +5.6% | -5.1% |
| 3M | -25.6% | -8.3% | -17.3% | -24.7% |
| 6M | +22.5% | +85.0% | -62.5% | +7.5% |
| YTD | +29.1% | +73.2% | -44.1% | +14.0% |
| 1Y | +105.7% | +32.5% | +73.2% | +87.3% |
| 3Y | +133.2% | +643.8% | -510.6% | +36.4% |
| 5Y | +98.5% | -52.1% | +150.7% | +62.8% |
| All | +331.0% | -61.4% | +392.3% | +255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded OUST 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling