+98.0%
AMKR vs PENG
+118.5%
-20.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.4% | -4.7% | -1.6% |
| 7D | 0.0% | +4.5% | -4.6% | -2.5% |
| 30D | -11.1% | -7.1% | -4.0% | -7.4% |
| 3M | -35.2% | -27.3% | -7.9% | -25.6% |
| 6M | +4.9% | +169.6% | -164.7% | -40.4% |
| YTD | +21.6% | +164.6% | -143.0% | -31.7% |
| 1Y | +98.0% | +109.5% | -11.4% | +11.5% |
| All | +98.0% | +118.5% | -20.5% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling