+192.5%
AMKR vs SAN
+298.5%
-106.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.1% |
| 7D | +10.0% | +4.0% | +6.0% | +7.7% |
| 30D | -19.4% | -7.8% | -11.6% | -16.3% |
| 3M | -37.4% | -16.4% | -21.0% | -31.5% |
| 6M | -51.5% | +3.5% | -55.0% | -52.5% |
| YTD | -8.1% | +6.7% | -14.8% | -11.6% |
| 1Y | +13.8% | +14.5% | -0.7% | +5.5% |
| 3Y | +59.4% | +243.5% | -184.1% | -20.4% |
| 5Y | +65.9% | +296.2% | -230.3% | -26.0% |
| 10Y | +238.6% | +268.5% | -29.9% | +46.9% |
| All | +192.5% | +298.5% | -106.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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