+129.7%
AMKR vs PBR
+1,916.3%
-1,786.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.7% | -4.3% |
| 7D | +5.5% | +4.2% | +1.3% | +4.0% |
| 30D | -8.6% | +22.7% | -31.4% | -15.0% |
| 3M | -28.7% | +21.5% | -50.2% | -33.7% |
| 6M | +13.3% | +24.0% | -10.7% | +3.6% |
| YTD | +26.1% | +88.2% | -62.2% | -0.6% |
| 1Y | +101.2% | +74.8% | +26.4% | +62.4% |
| 3Y | +127.7% | +105.1% | +22.6% | +71.0% |
| 5Y | +90.9% | +572.2% | -481.4% | -12.5% |
| 10Y | +512.5% | +692.7% | -180.2% | +123.0% |
| All | +129.7% | +1,916.3% | -1,786.6% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 all: compounded portfolio wealth divided by compounded PBR 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…
all analysis · Full analysis span regression · 6 months rolling