+286.9%
AMKR vs SPG
+2,570.4%
-2,283.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.3% |
| 7D | 0.0% | -2.4% | +2.3% | +1.1% |
| 30D | -11.1% | -6.8% | -4.3% | -8.0% |
| 3M | -35.2% | +2.7% | -37.8% | -37.0% |
| 6M | +4.9% | +5.5% | -0.6% | +0.7% |
| YTD | +21.6% | +15.7% | +5.9% | +10.9% |
| 1Y | +98.0% | +20.9% | +77.2% | +75.9% |
| 3Y | +77.8% | +112.4% | -34.5% | +18.9% |
| 5Y | +79.9% | +101.4% | -21.5% | +23.0% |
| 10Y | +456.9% | +60.6% | +396.2% | +268.0% |
| All | +286.9% | +2,570.4% | -2,283.5% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling