+286.9%
AMKR vs SM
+461.1%
-174.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +2.3% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -11.1% | +26.3% | -37.5% | -15.9% |
| 3M | -35.2% | +8.7% | -43.8% | -37.1% |
| 6M | +4.9% | +51.7% | -46.8% | -7.2% |
| YTD | +21.6% | +99.0% | -77.5% | +0.7% |
| 1Y | +98.0% | +34.6% | +63.4% | +78.0% |
| 3Y | +77.8% | -7.8% | +85.6% | +70.3% |
| 5Y | +79.9% | +104.8% | -24.9% | +37.1% |
| 10Y | +456.9% | +7.2% | +449.6% | +207.0% |
| All | +286.9% | +461.1% | -174.1% | +19.7% |
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