-16.0%
AMKR vs SNY
+1.8%
-17.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.5% | -1.2% | -13.3% | -15.1% |
| 7D | -26.0% | +8.8% | -34.8% | -22.6% |
| 30D | -42.9% | +18.6% | -61.5% | -37.8% |
| 3M | -43.3% | +9.7% | -52.9% | -40.1% |
| 6M | -60.1% | +8.2% | -68.3% | -58.0% |
| YTD | -22.4% | +2.2% | -24.6% | -15.9% |
| 1Y | -16.0% | +1.0% | -17.0% | -9.2% |
| All | -16.0% | +1.8% | -17.8% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling