+192.5%
AMKR vs SM
+404.0%
-211.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +10.0% | +9.4% | +0.6% | +7.8% |
| 30D | -19.4% | -14.4% | -5.1% | -16.8% |
| 3M | -37.4% | +1.6% | -38.9% | -38.1% |
| 6M | -51.5% | +6.3% | -57.8% | -53.2% |
| YTD | -8.1% | +78.8% | -86.9% | -22.6% |
| 1Y | +13.8% | +83.1% | -69.3% | -4.8% |
| 3Y | +59.4% | -5.9% | +65.3% | +51.3% |
| 5Y | +65.9% | +4.8% | +61.0% | +46.2% |
| 10Y | +238.6% | +17.5% | +221.1% | +81.1% |
| All | +192.5% | +404.0% | -211.5% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling