+286.9%
AMKR vs PH
+5,031.0%
-4,744.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | 0.0% | -3.1% | +3.0% | +2.2% |
| 30D | -11.1% | -3.2% | -7.9% | -9.3% |
| 3M | -35.2% | +10.6% | -45.8% | -39.6% |
| 6M | +4.9% | -2.1% | +7.0% | +7.2% |
| YTD | +21.6% | +10.2% | +11.4% | +14.4% |
| 1Y | +98.0% | +28.2% | +69.8% | +67.4% |
| 3Y | +77.8% | +134.9% | -57.0% | -1.2% |
| 5Y | +79.9% | +253.6% | -173.8% | -24.0% |
| 10Y | +456.9% | +804.7% | -347.9% | +25.4% |
| All | +286.9% | +5,031.0% | -4,744.0% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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