+90.9%
AMKR vs SBAC
-45.4%
+136.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -3.2% |
| 7D | +5.5% | -5.3% | +10.8% | +6.2% |
| 30D | -8.6% | +0.4% | -9.0% | -8.7% |
| 3M | -28.7% | -11.9% | -16.8% | -27.4% |
| 6M | +13.3% | -4.5% | +17.8% | +13.2% |
| YTD | +26.1% | -4.3% | +30.4% | +25.5% |
| 1Y | +101.2% | -3.9% | +105.1% | +100.0% |
| 3Y | +127.7% | -11.0% | +138.7% | +122.8% |
| 5Y | +90.9% | -44.1% | +135.0% | +125.7% |
| All | +90.9% | -45.4% | +136.2% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 5y: compounded portfolio wealth divided by compounded SBAC 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…
5y analysis · Full analysis span regression · 6 months rolling