+853.5%
AMKR vs SNY
+241.9%
+611.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | +8.3% | -3.3% | +11.6% | +10.2% |
| 30D | -6.8% | -2.2% | -4.6% | -6.0% |
| 3M | -31.9% | -3.0% | -28.9% | -32.3% |
| 6M | +18.4% | +2.7% | +15.6% | +13.2% |
| YTD | +31.7% | -6.8% | +38.5% | +33.3% |
| 1Y | +105.2% | -5.3% | +110.5% | +104.6% |
| 3Y | +147.7% | -9.8% | +157.5% | +141.0% |
| 5Y | +99.4% | +9.7% | +89.7% | +64.9% |
| 10Y | +539.7% | +64.5% | +475.2% | +302.8% |
| All | +853.5% | +241.9% | +611.6% | +241.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling