+98.0%
AMKR vs SARO
-7.4%
+105.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.4% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | -11.1% | -20.0% | +8.8% | -1.5% |
| 3M | -35.2% | -2.9% | -32.3% | -34.9% |
| 6M | +4.9% | -17.7% | +22.5% | +14.1% |
| YTD | +21.6% | -13.5% | +35.1% | +25.0% |
| 1Y | +98.0% | -9.7% | +107.8% | +91.9% |
| All | +98.0% | -7.4% | +105.4% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling