+90.9%
AMKR vs SM
+108.0%
-17.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.1% | -3.7% |
| 7D | +5.5% | +2.1% | +3.4% | +5.0% |
| 30D | -8.6% | +18.1% | -26.7% | -12.3% |
| 3M | -28.7% | +17.0% | -45.7% | -32.1% |
| 6M | +13.3% | +55.4% | -42.1% | -2.5% |
| YTD | +26.1% | +108.6% | -82.5% | -1.5% |
| 1Y | +101.2% | +45.7% | +55.5% | +74.3% |
| 3Y | +127.7% | -0.3% | +128.1% | +110.0% |
| 5Y | +90.9% | +113.0% | -22.2% | +33.9% |
| All | +90.9% | +108.0% | -17.1% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling