+145.9%
AMKR vs REPL
-27.0%
+172.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.3% |
| 7D | +8.9% | -9.6% | +18.4% | +9.1% |
| 30D | -2.7% | +5.7% | -8.4% | -2.9% |
| 3M | -27.5% | +56.4% | -83.8% | -29.0% |
| 6M | +19.4% | +67.4% | -48.0% | +16.7% |
| YTD | +30.7% | +48.7% | -18.0% | +27.9% |
| 1Y | +107.9% | +148.3% | -40.4% | +98.3% |
| All | +145.9% | -27.0% | +172.9% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling