+96.6%
AMKR vs SFM
+217.9%
-121.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.2% | +1.3% |
| 7D | +8.9% | -7.2% | +16.0% | +9.0% |
| 30D | -2.7% | -14.3% | +11.6% | -2.3% |
| 3M | -27.5% | -13.7% | -13.7% | -27.3% |
| 6M | +19.4% | -6.0% | +25.4% | +18.6% |
| YTD | +30.7% | -8.2% | +38.9% | +29.9% |
| 1Y | +107.9% | -46.2% | +154.2% | +118.6% |
| 3Y | +136.1% | +83.6% | +52.6% | +115.5% |
| 5Y | +96.6% | +212.7% | -116.1% | +76.1% |
| All | +96.6% | +217.9% | -121.3% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling