+59.4%
AMKR vs REPL
+97.7%
-38.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | +10.0% | +1.2% | +8.8% | +10.0% |
| 30D | -19.4% | +92.2% | -111.6% | -20.8% |
| 3M | -37.4% | +44.1% | -81.5% | -38.1% |
| 6M | -51.5% | +313.0% | -364.5% | -53.2% |
| YTD | -8.1% | +125.2% | -133.3% | -11.1% |
| 1Y | +13.8% | +143.8% | -130.0% | +9.9% |
| 3Y | +59.4% | +104.2% | -44.8% | +42.0% |
| All | +59.4% | +97.7% | -38.3% | +42.0% |
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