+490.6%
AMKR vs PR
+101.2%
+389.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.2% | +4.9% | +6.0% |
| 7D | +11.1% | -0.6% | +11.7% | +11.2% |
| 30D | -8.1% | +17.4% | -25.4% | -10.5% |
| 3M | -25.6% | +21.8% | -47.3% | -28.0% |
| 6M | +22.5% | +27.6% | -5.1% | +17.2% |
| YTD | +29.1% | +71.4% | -42.3% | +17.5% |
| 1Y | +105.7% | +78.3% | +27.4% | +85.9% |
| 3Y | +133.2% | +85.5% | +47.7% | +108.9% |
| 5Y | +98.5% | +422.7% | -324.1% | +50.3% |
| 10Y | +490.6% | +87.1% | +403.5% | +368.0% |
| All | +490.6% | +101.2% | +389.4% | +368.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling