+192.5%
AMKR vs SPG
+2,902.3%
-2,709.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +10.0% | +2.0% | +8.0% | +9.0% |
| 30D | -19.4% | +17.2% | -36.7% | -26.0% |
| 3M | -37.4% | +6.3% | -43.7% | -39.6% |
| 6M | -51.5% | +18.7% | -70.2% | -56.3% |
| YTD | -8.1% | +30.1% | -38.2% | -21.3% |
| 1Y | +13.8% | +32.8% | -19.0% | -3.6% |
| 3Y | +59.4% | +133.6% | -74.2% | +1.3% |
| 5Y | +65.9% | +84.4% | -18.5% | +18.1% |
| 10Y | +238.6% | +114.3% | +124.3% | +92.1% |
| All | +192.5% | +2,902.3% | -2,709.9% | -44.5% |
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