+165.8%
AMKR vs RF
+107.1%
+58.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +7.8% |
| 7D | -16.9% | -0.9% | -16.0% | -16.6% |
| 30D | -37.2% | +6.0% | -43.2% | -38.7% |
| 3M | -39.3% | -8.9% | -30.4% | -37.1% |
| 6M | -57.4% | +2.3% | -59.7% | -58.1% |
| YTD | -16.5% | +7.6% | -24.0% | -19.2% |
| 1Y | -6.0% | +21.2% | -27.1% | -13.1% |
| 3Y | +46.2% | +108.5% | -62.4% | +9.6% |
| 5Y | +49.3% | +43.2% | +6.1% | +28.0% |
| 10Y | +239.3% | +288.1% | -48.8% | +98.6% |
| All | +165.8% | +107.1% | +58.7% | +50.4% |
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