+286.9%
AMKR vs SAN
+381.3%
-94.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.2% |
| 7D | 0.0% | +1.8% | -1.8% | -1.0% |
| 30D | -11.1% | +2.0% | -13.1% | -12.1% |
| 3M | -35.2% | +19.7% | -54.9% | -40.9% |
| 6M | +4.9% | +30.6% | -25.8% | -8.7% |
| YTD | +21.6% | +28.8% | -7.3% | +6.3% |
| 1Y | +98.0% | +57.8% | +40.3% | +55.2% |
| 3Y | +77.8% | +338.1% | -260.3% | -21.8% |
| 5Y | +79.9% | +384.2% | -304.3% | -27.7% |
| 10Y | +456.9% | +353.1% | +103.7% | +116.4% |
| All | +286.9% | +381.3% | -94.3% | +8.8% |
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