+145.9%
AMKR vs PBF
+55.5%
+90.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.3% |
| 7D | +8.9% | +1.4% | +7.5% | +8.6% |
| 30D | -2.7% | +15.8% | -18.5% | -5.7% |
| 3M | -27.5% | +90.3% | -117.7% | -36.5% |
| 6M | +19.4% | +102.8% | -83.4% | +0.4% |
| YTD | +30.7% | +187.3% | -156.6% | -1.9% |
| 1Y | +107.9% | +161.8% | -53.9% | +58.5% |
| All | +145.9% | +55.5% | +90.5% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling