+155.6%
AMKR vs PCOR
-30.9%
+186.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.0% | +3.2% |
| 7D | 0.0% | -9.0% | +8.9% | +3.0% |
| 30D | -11.1% | +4.2% | -15.3% | -12.8% |
| 3M | -35.2% | +14.4% | -49.6% | -39.4% |
| 6M | +4.9% | +0.2% | +4.7% | +0.3% |
| YTD | +21.6% | -20.3% | +41.8% | +26.1% |
| 1Y | +98.0% | -16.1% | +114.2% | +100.2% |
| 3Y | +77.8% | -14.7% | +92.6% | +72.4% |
| 5Y | +79.9% | -43.2% | +123.0% | +79.1% |
| All | +155.6% | -30.9% | +186.5% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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