+147.7%
AMKR vs SGI
+51.7%
+96.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.5% | +3.9% |
| 7D | +8.3% | -4.5% | +12.7% | +10.9% |
| 30D | -6.8% | +4.2% | -10.9% | -9.1% |
| 3M | -31.9% | -7.4% | -24.5% | -29.6% |
| 6M | +18.4% | -15.1% | +33.4% | +27.4% |
| YTD | +31.7% | -24.7% | +56.4% | +49.4% |
| 1Y | +105.2% | -21.8% | +127.0% | +127.6% |
| 3Y | +147.7% | +50.0% | +97.7% | +92.8% |
| All | +147.7% | +51.7% | +96.0% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling