+671.5%
AMKR vs PSLV
+109.5%
+562.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.2% | +4.4% |
| 7D | +8.3% | -3.5% | +11.7% | +9.2% |
| 30D | -6.8% | -2.1% | -4.6% | -6.3% |
| 3M | -31.9% | -1.6% | -30.3% | -31.7% |
| 6M | +18.4% | -25.5% | +43.9% | +25.5% |
| YTD | +31.7% | -11.4% | +43.1% | +32.1% |
| 1Y | +105.2% | +48.6% | +56.7% | +85.4% |
| 3Y | +147.7% | +166.9% | -19.1% | +100.1% |
| 5Y | +99.4% | +152.4% | -53.1% | +60.7% |
| 10Y | +539.7% | +187.8% | +351.9% | +393.0% |
| All | +671.5% | +109.5% | +562.0% | +463.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling