-50.2%
AMKR vs SN
+104.3%
-154.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.2% | +10.3% | +10.5% |
| 7D | +6.8% | +3.5% | +3.3% | +6.5% |
| 30D | -20.8% | +19.4% | -40.3% | -22.2% |
| 3M | -29.7% | +20.9% | -50.6% | -30.1% |
| 6M | -50.2% | +111.1% | -161.3% | -59.3% |
| All | -50.2% | +104.3% | -154.5% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 6mo: compounded portfolio wealth divided by compounded SN 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…
6mo analysis · Full analysis span regression · 6 months rolling