+147.7%
AMKR vs SITM
+452.7%
-304.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.5% | -1.1% | +2.1% |
| 7D | +8.3% | +3.9% | +4.4% | +6.5% |
| 30D | -6.8% | -6.6% | -0.2% | -4.0% |
| 3M | -31.9% | -11.9% | -20.1% | -28.7% |
| 6M | +18.4% | +81.1% | -62.8% | -9.0% |
| YTD | +31.7% | +80.0% | -48.3% | -0.1% |
| 1Y | +105.2% | +145.8% | -40.6% | +35.4% |
| 3Y | +147.7% | +475.9% | -328.1% | +7.5% |
| All | +147.7% | +452.7% | -304.9% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling