+1.9%
AMKR vs SPYG
+10.8%
-9.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.3% | -6.5% | -8.4% |
| 7D | -15.5% | -2.8% | -12.7% | -9.4% |
| 30D | -34.7% | -6.2% | -28.5% | -22.9% |
| 3M | -36.1% | -3.6% | -32.5% | -29.0% |
| 6M | -49.6% | +4.8% | -54.4% | -52.6% |
| YTD | -9.2% | +11.0% | -20.2% | -23.9% |
| 1Y | +1.9% | +11.2% | -9.4% | -14.2% |
| All | +1.9% | +10.8% | -9.0% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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