+8.4%
AMKR vs PR
+76.2%
-67.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -2.7% |
| 7D | +21.7% | +6.7% | +15.0% | +21.2% |
| 30D | -22.0% | -6.1% | -15.9% | -22.1% |
| 3M | -33.1% | +6.9% | -40.0% | -32.5% |
| 6M | -49.3% | +14.6% | -63.9% | -48.1% |
| YTD | -5.5% | +66.1% | -71.7% | -0.8% |
| 1Y | +8.4% | +77.0% | -68.6% | +11.6% |
| All | +8.4% | +76.2% | -67.8% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling