+351.9%
AMKR vs PENG
+762.7%
-410.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.4% | -4.7% | -0.9% |
| 7D | 0.0% | +4.5% | -4.6% | -2.0% |
| 30D | -11.1% | -7.1% | -4.0% | -8.2% |
| 3M | -35.2% | -27.3% | -7.9% | -26.9% |
| 6M | +4.9% | +169.6% | -164.7% | -31.9% |
| YTD | +21.6% | +164.6% | -143.0% | -21.1% |
| 1Y | +98.0% | +109.5% | -11.4% | +40.3% |
| 3Y | +77.8% | +98.9% | -21.1% | +14.3% |
| 5Y | +79.9% | +116.3% | -36.4% | +8.1% |
| All | +351.9% | +762.7% | -410.8% | +93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling