+528.2%
AMKR vs SM
+23.0%
+505.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.7% | +4.5% |
| 7D | +8.3% | +4.6% | +3.7% | +7.5% |
| 30D | -6.8% | +18.2% | -25.0% | -9.5% |
| 3M | -31.9% | +22.5% | -54.5% | -34.8% |
| 6M | +18.4% | +50.6% | -32.2% | +7.7% |
| YTD | +31.7% | +108.1% | -76.4% | +12.4% |
| 1Y | +105.2% | +46.0% | +59.2% | +86.2% |
| 3Y | +147.7% | +2.9% | +144.9% | +134.9% |
| 5Y | +99.4% | +112.6% | -13.2% | +62.6% |
| All | +528.2% | +23.0% | +505.2% | +272.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling