+286.9%
AMKR vs RF
+122.5%
+164.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | 0.0% | +1.3% | -1.4% | -0.5% |
| 30D | -11.1% | -3.6% | -7.5% | -9.8% |
| 3M | -35.2% | +8.1% | -43.3% | -37.4% |
| 6M | +4.9% | +11.5% | -6.6% | +0.1% |
| YTD | +21.6% | +15.6% | +6.0% | +14.5% |
| 1Y | +98.0% | +15.7% | +82.4% | +86.5% |
| 3Y | +77.8% | +86.9% | -9.0% | +38.9% |
| 5Y | +79.9% | +89.8% | -9.9% | +38.6% |
| 10Y | +456.9% | +344.7% | +112.2% | +210.7% |
| All | +286.9% | +122.5% | +164.4% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling