+528.2%
AMKR vs PEG
+148.0%
+380.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.6% | +4.5% |
| 7D | +8.3% | -0.9% | +9.2% | +8.7% |
| 30D | -6.8% | -3.7% | -3.1% | -5.2% |
| 3M | -31.9% | -7.3% | -24.7% | -29.8% |
| 6M | +18.4% | -10.5% | +28.8% | +23.8% |
| YTD | +31.7% | -7.5% | +39.2% | +35.3% |
| 1Y | +105.2% | -8.7% | +114.0% | +111.7% |
| 3Y | +147.7% | +31.4% | +116.4% | +112.0% |
| 5Y | +99.4% | +37.8% | +61.6% | +63.1% |
| All | +528.2% | +148.0% | +380.2% | +325.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling