+183.5%
AMKR vs RF
+111.6%
+71.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.2% | +4.5% | +5.8% |
| 7D | -5.3% | -0.1% | -5.2% | -5.1% |
| 30D | -28.7% | +7.0% | -35.8% | -30.7% |
| 3M | -36.6% | -7.0% | -29.5% | -34.8% |
| 6M | -54.2% | +6.8% | -61.0% | -55.7% |
| YTD | -10.9% | +9.9% | -20.8% | -14.6% |
| 1Y | +1.3% | +21.1% | -19.8% | -6.3% |
| 3Y | +60.0% | +119.6% | -59.6% | +17.7% |
| 5Y | +59.3% | +46.2% | +13.1% | +35.5% |
| 10Y | +237.3% | +261.5% | -24.2% | +102.1% |
| All | +183.5% | +111.6% | +71.9% | +59.1% |
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