+209.3%
AMKR vs SGI
+2,073.9%
-1,864.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.3% |
| 7D | +11.1% | +9.3% | +1.8% | +7.5% |
| 30D | -8.1% | +6.9% | -14.9% | -10.5% |
| 3M | -25.6% | +2.8% | -28.4% | -26.6% |
| 6M | +22.5% | -12.6% | +35.1% | +28.0% |
| YTD | +29.1% | -21.5% | +50.6% | +39.6% |
| 1Y | +105.7% | -18.8% | +124.4% | +118.7% |
| 3Y | +133.2% | +60.8% | +72.4% | +92.7% |
| 5Y | +98.5% | +60.0% | +38.5% | +60.3% |
| 10Y | +490.6% | +267.8% | +222.8% | +218.1% |
| All | +209.3% | +2,073.9% | -1,864.5% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling