+105.2%
AMKR vs SFM
-46.0%
+151.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.7% | +4.6% |
| 7D | +8.3% | -10.6% | +18.9% | +6.3% |
| 30D | -6.8% | -15.5% | +8.7% | -9.0% |
| 3M | -31.9% | -17.4% | -14.5% | -33.6% |
| 6M | +18.4% | -3.4% | +21.8% | +17.5% |
| YTD | +31.7% | -8.7% | +40.3% | +32.6% |
| 1Y | +105.2% | -47.2% | +152.4% | +105.3% |
| All | +105.2% | -46.0% | +151.3% | +105.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling