+11.3%
AMKR vs PENG
+132.5%
-121.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +10.3% | +0.2% | +5.0% |
| 7D | +6.8% | +1.9% | +5.0% | +5.1% |
| 30D | -20.8% | -37.8% | +17.0% | -0.6% |
| 3M | -29.7% | -14.1% | -15.6% | -26.9% |
| 6M | -50.2% | +13.1% | -63.3% | -56.7% |
| YTD | -3.0% | +151.8% | -154.8% | -50.1% |
| All | +11.3% | +132.5% | -121.2% | -39.5% |
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