+1.9%
AMKR vs SPG
+34.3%
-32.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.9% | -8.1% | -3.8% |
| 7D | -15.5% | +8.2% | -23.7% | -12.4% |
| 30D | -34.7% | +13.5% | -48.2% | -31.1% |
| 3M | -36.1% | +2.2% | -38.3% | -34.8% |
| 6M | -49.6% | +15.9% | -65.5% | -50.2% |
| YTD | -9.2% | +27.6% | -36.8% | -7.3% |
| 1Y | +1.9% | +30.9% | -29.1% | +4.7% |
| All | +1.9% | +34.3% | -32.4% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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