+1,109.2%
AMKR vs SFM
+132.6%
+976.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.4% |
| 7D | 0.0% | -0.1% | 0.0% | 0.0% |
| 30D | -11.1% | -4.4% | -6.8% | -10.8% |
| 3M | -35.2% | +1.5% | -36.7% | -35.9% |
| 6M | +4.9% | +6.5% | -1.6% | +2.0% |
| YTD | +21.6% | +2.2% | +19.4% | +18.5% |
| 1Y | +98.0% | -41.9% | +139.9% | +112.6% |
| 3Y | +77.8% | +106.8% | -28.9% | +45.4% |
| 5Y | +79.9% | +231.6% | -151.7% | +28.4% |
| 10Y | +456.9% | +258.4% | +198.4% | +262.7% |
| All | +1,109.2% | +132.6% | +976.6% | +767.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling