+1.9%
AMKR vs PBF
+120.1%
-118.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.7% | +1.5% | -4.9% |
| 7D | -15.5% | -0.9% | -14.6% | -15.4% |
| 30D | -34.7% | -13.7% | -21.0% | -34.2% |
| 3M | -36.1% | +10.6% | -46.7% | -36.2% |
| 6M | -49.6% | +61.2% | -110.8% | -49.0% |
| YTD | -9.2% | +172.7% | -182.0% | -17.3% |
| 1Y | +1.9% | +111.0% | -109.1% | -3.4% |
| All | +1.9% | +120.1% | -118.2% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling