+300.7%
AMKR vs SITM
+4,532.8%
-4,232.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.6% | -4.3% |
| 7D | +5.5% | +4.8% | +0.7% | +3.5% |
| 30D | -8.6% | -9.7% | +1.1% | -4.9% |
| 3M | -28.7% | -9.3% | -19.4% | -26.1% |
| 6M | +13.3% | +69.5% | -56.2% | -8.7% |
| YTD | +26.1% | +70.5% | -44.5% | -0.1% |
| 1Y | +101.2% | +145.3% | -44.1% | +37.3% |
| 3Y | +127.7% | +432.8% | -305.1% | +5.7% |
| 5Y | +90.9% | +174.0% | -83.1% | -1.4% |
| All | +300.7% | +4,532.8% | -4,232.2% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling