+814.0%
AMKR vs SFM
+48.8%
+765.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.1% | -2.9% |
| 7D | +10.0% | +6.0% | +4.0% | +9.2% |
| 30D | -19.4% | -19.5% | 0.0% | -17.7% |
| 3M | -37.4% | -37.0% | -0.3% | -34.1% |
| 6M | -51.5% | -41.0% | -10.4% | -48.7% |
| YTD | -8.1% | -34.6% | +26.6% | -5.7% |
| 1Y | +13.8% | -36.3% | +50.1% | +17.2% |
| 3Y | +59.4% | +24.5% | +34.9% | +39.0% |
| 5Y | +65.9% | +115.9% | -50.0% | +24.4% |
| 10Y | +238.6% | +139.5% | +99.1% | +131.0% |
| All | +814.0% | +48.8% | +765.3% | +590.5% |
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