+98.5%
AMKR vs PENG
+107.7%
-9.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.6% |
| 7D | +11.1% | +7.8% | +3.3% | +7.1% |
| 30D | -8.1% | -12.2% | +4.1% | -2.1% |
| 3M | -25.6% | -20.6% | -5.0% | -18.6% |
| 6M | +22.5% | +180.9% | -158.5% | -26.5% |
| YTD | +29.1% | +162.3% | -133.2% | -20.8% |
| 1Y | +105.7% | +107.3% | -1.6% | +39.1% |
| 3Y | +133.2% | +110.8% | +22.4% | +35.9% |
| 5Y | +98.5% | +117.8% | -19.3% | +23.2% |
| All | +98.5% | +107.7% | -9.2% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling