+637.6%
AMKR vs PR
+159.2%
+478.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.8% | +7.8% | +10.1% |
| 7D | +6.8% | -0.5% | +7.3% | +7.1% |
| 30D | -20.8% | -4.6% | -16.2% | -20.1% |
| 3M | -29.7% | +4.7% | -34.4% | -30.3% |
| 6M | -50.2% | +12.4% | -62.6% | -51.2% |
| YTD | -3.0% | +62.9% | -65.9% | -11.0% |
| 1Y | +12.0% | +70.6% | -58.6% | +2.0% |
| 3Y | +67.0% | +90.0% | -23.0% | +49.6% |
| 5Y | +76.5% | +255.5% | -179.0% | +41.0% |
| 10Y | +257.3% | +78.7% | +178.5% | +183.3% |
| All | +637.6% | +159.2% | +478.4% | +523.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling