+318.5%
AMKR vs SITM
+4,789.7%
-4,471.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.5% | -1.1% | +2.4% |
| 7D | +8.3% | +3.9% | +4.4% | +6.7% |
| 30D | -6.8% | -6.6% | -0.2% | -4.2% |
| 3M | -31.9% | -11.9% | -20.1% | -28.8% |
| 6M | +18.4% | +81.1% | -62.8% | -6.9% |
| YTD | +31.7% | +80.0% | -48.3% | +2.2% |
| 1Y | +105.2% | +145.8% | -40.6% | +39.9% |
| 3Y | +147.7% | +475.9% | -328.1% | +11.7% |
| 5Y | +99.4% | +189.2% | -89.9% | +0.9% |
| All | +318.5% | +4,789.7% | -4,471.2% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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