+145.9%
AMKR vs SM
-1.2%
+147.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +1.1% |
| 7D | +8.9% | -0.2% | +9.1% | +8.9% |
| 30D | -2.7% | +20.3% | -23.0% | -6.7% |
| 3M | -27.5% | +22.9% | -50.4% | -31.4% |
| 6M | +19.4% | +47.8% | -28.4% | +4.0% |
| YTD | +30.7% | +107.5% | -76.8% | 0.0% |
| 1Y | +107.9% | +51.7% | +56.2% | +77.8% |
| All | +145.9% | -1.2% | +147.1% | +122.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling