+304.5%
AMKR vs QS
-46.4%
+350.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +4.2% |
| 7D | +8.3% | -3.6% | +11.9% | +8.8% |
| 30D | -6.8% | -17.2% | +10.5% | -4.4% |
| 3M | -31.9% | -27.0% | -5.0% | -29.1% |
| 6M | +18.4% | -24.6% | +42.9% | +22.7% |
| YTD | +31.7% | -49.3% | +81.0% | +43.0% |
| 1Y | +105.2% | -40.3% | +145.6% | +116.1% |
| 3Y | +147.7% | -23.8% | +171.6% | +135.4% |
| 5Y | +99.4% | -75.0% | +174.3% | +97.7% |
| All | +304.5% | -46.4% | +350.9% | +345.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling