+233.1%
AMKR vs RF
+248.4%
-15.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.0% |
| 7D | -8.4% | +0.3% | -8.7% | -8.4% |
| 30D | -29.8% | +6.2% | -36.0% | -32.5% |
| 3M | -34.7% | -7.8% | -26.8% | -31.4% |
| 6M | -54.9% | +5.9% | -60.8% | -57.1% |
| YTD | -12.3% | +9.0% | -21.3% | -17.9% |
| 1Y | -1.4% | +19.3% | -20.7% | -12.5% |
| 3Y | +51.1% | +116.4% | -65.4% | -8.2% |
| 5Y | +62.6% | +46.0% | +16.5% | +21.8% |
| 10Y | +233.1% | +239.8% | -6.7% | +61.2% |
| All | +233.1% | +248.4% | -15.3% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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