+91.1%
AMKR vs PBF
+799.3%
-708.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.9% | +4.2% |
| 7D | +8.3% | +5.3% | +3.0% | +7.4% |
| 30D | -6.8% | +11.7% | -18.5% | -8.6% |
| 3M | -31.9% | +91.1% | -123.0% | -38.9% |
| 6M | +18.4% | +88.4% | -70.1% | +4.9% |
| YTD | +31.7% | +194.1% | -162.4% | +6.2% |
| 1Y | +105.2% | +180.4% | -75.2% | +66.3% |
| 3Y | +147.7% | +59.3% | +88.4% | +103.7% |
| All | +91.1% | +799.3% | -708.2% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling