+1.9%
AMKR vs SM
+70.4%
-68.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -15.3% | +10.1% | -6.4% |
| 7D | -15.5% | -21.5% | +6.0% | -17.3% |
| 30D | -34.7% | -11.4% | -23.3% | -35.0% |
| 3M | -36.1% | +0.6% | -36.7% | -35.0% |
| 6M | -49.6% | +0.2% | -49.8% | -47.8% |
| YTD | -9.2% | +69.7% | -78.9% | -10.6% |
| 1Y | +1.9% | +71.6% | -69.7% | +1.6% |
| All | +1.9% | +70.4% | -68.5% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling