+18.4%
AMKR vs PSLV
-25.6%
+44.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.2% | +4.3% |
| 7D | +8.3% | -3.5% | +11.7% | +10.6% |
| 30D | -6.8% | -2.1% | -4.6% | -5.4% |
| 3M | -31.9% | -1.6% | -30.3% | -31.6% |
| 6M | +18.4% | -25.5% | +43.9% | +37.8% |
| All | +18.4% | -25.6% | +44.0% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 6mo: compounded portfolio wealth divided by compounded PSLV 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…
6mo analysis · Full analysis span regression · 6 months rolling