+80.9%
AMKR vs OUST
-56.2%
+137.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.4% |
| 7D | 0.0% | +5.2% | -5.3% | -1.2% |
| 30D | -11.1% | -19.3% | +8.1% | -6.8% |
| 3M | -35.2% | -22.6% | -12.5% | -32.0% |
| 6M | +4.9% | +62.8% | -57.9% | -6.6% |
| YTD | +21.6% | +68.3% | -46.8% | +6.9% |
| 1Y | +98.0% | +28.5% | +69.5% | +79.9% |
| 3Y | +77.8% | +554.0% | -476.2% | +1.0% |
| All | +80.9% | -56.2% | +137.1% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling