+528.2%
AMKR vs SGI
+270.1%
+258.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.5% | +4.0% |
| 7D | +8.3% | -4.5% | +12.7% | +10.5% |
| 30D | -6.8% | +4.2% | -10.9% | -8.7% |
| 3M | -31.9% | -7.4% | -24.5% | -30.0% |
| 6M | +18.4% | -15.1% | +33.4% | +26.3% |
| YTD | +31.7% | -24.7% | +56.4% | +47.3% |
| 1Y | +105.2% | -21.8% | +127.0% | +124.4% |
| 3Y | +147.7% | +50.0% | +97.7% | +101.1% |
| 5Y | +99.4% | +48.9% | +50.4% | +55.7% |
| All | +528.2% | +270.1% | +258.1% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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