+231.1%
AMKR vs PENG
+661.7%
-430.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +9.3% | -2.6% | +2.7% |
| 7D | -5.3% | -3.8% | -1.5% | -4.4% |
| 30D | -28.7% | -40.1% | +11.3% | -12.7% |
| 3M | -36.6% | -21.8% | -14.8% | -31.2% |
| 6M | -54.2% | +3.3% | -57.5% | -56.7% |
| YTD | -10.9% | +133.6% | -144.6% | -40.5% |
| 1Y | +1.3% | +110.7% | -109.4% | -29.4% |
| 3Y | +60.0% | +204.3% | -144.2% | -8.5% |
| 5Y | +59.3% | +54.4% | +4.9% | +7.3% |
| All | +231.1% | +661.7% | -430.6% | +45.7% |
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