+96.6%
AMKR vs SPG
+104.0%
-7.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.7% | +2.8% |
| 7D | +8.9% | -1.7% | +10.5% | +10.0% |
| 30D | -2.7% | -6.3% | +3.6% | +1.2% |
| 3M | -27.5% | -2.4% | -25.0% | -27.9% |
| 6M | +19.4% | +9.6% | +9.8% | +9.2% |
| YTD | +30.7% | +14.2% | +16.5% | +15.5% |
| 1Y | +107.9% | +19.3% | +88.6% | +76.8% |
| 3Y | +136.1% | +106.7% | +29.4% | +34.3% |
| 5Y | +96.6% | +104.2% | -7.6% | +6.3% |
| All | +96.6% | +104.0% | -7.4% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling