+501.5%
AMKR vs SFM
+268.6%
+232.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.4% |
| 7D | +5.5% | -8.8% | +14.3% | +6.6% |
| 30D | -8.6% | -14.5% | +5.8% | -7.1% |
| 3M | -28.7% | -16.8% | -11.9% | -27.5% |
| 6M | +13.3% | -5.3% | +18.6% | +12.0% |
| YTD | +26.1% | -9.4% | +35.4% | +24.9% |
| 1Y | +101.2% | -46.2% | +147.4% | +117.0% |
| 3Y | +127.7% | +81.3% | +46.5% | +90.6% |
| 5Y | +90.9% | +211.9% | -121.0% | +37.3% |
| All | +501.5% | +268.6% | +232.9% | +284.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling