+90.9%
AMKR vs REPL
-58.5%
+149.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.4% | +4.8% | -3.2% |
| 7D | +5.5% | -13.4% | +18.9% | +6.1% |
| 30D | -8.6% | -3.0% | -5.6% | -8.6% |
| 3M | -28.7% | +56.3% | -85.0% | -31.1% |
| 6M | +13.3% | +60.9% | -47.6% | +6.7% |
| YTD | +26.1% | +36.2% | -10.1% | +19.4% |
| 1Y | +101.2% | +121.0% | -19.8% | +80.6% |
| 3Y | +127.7% | -32.8% | +160.6% | +102.8% |
| 5Y | +90.9% | -58.7% | +149.5% | +86.6% |
| All | +90.9% | -58.5% | +149.3% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling