-1.4%
AMKR vs PR
+67.7%
-69.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -8.4% | -9.5% | +1.1% | -8.4% |
| 30D | -29.8% | -5.7% | -24.1% | -29.4% |
| 3M | -34.7% | +3.0% | -37.7% | -33.8% |
| 6M | -54.9% | +11.8% | -66.7% | -53.5% |
| YTD | -12.3% | +58.5% | -70.7% | -6.5% |
| 1Y | -1.4% | +69.9% | -71.3% | +5.4% |
| All | -1.4% | +67.7% | -69.1% | +5.4% |
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