+105.2%
AMKR vs SM
+48.5%
+56.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.7% | +4.4% |
| 7D | +8.3% | +4.6% | +3.7% | +8.6% |
| 30D | -6.8% | +18.2% | -25.0% | -5.5% |
| 3M | -31.9% | +22.5% | -54.5% | -29.7% |
| 6M | +18.4% | +50.6% | -32.2% | +20.0% |
| YTD | +31.7% | +108.1% | -76.4% | +28.3% |
| 1Y | +105.2% | +46.0% | +59.2% | +128.3% |
| All | +105.2% | +48.5% | +56.7% | +128.3% |
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