+113.6%
AMKR vs SPYG
+553.6%
-440.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -2.3% |
| 7D | +5.5% | -1.8% | +7.3% | +8.4% |
| 30D | -8.6% | -1.9% | -6.7% | -5.6% |
| 3M | -28.7% | +5.2% | -33.9% | -32.0% |
| 6M | +13.3% | +15.6% | -2.3% | -4.3% |
| YTD | +26.1% | +12.4% | +13.7% | +12.1% |
| 1Y | +101.2% | +17.5% | +83.7% | +70.0% |
| 3Y | +127.7% | +98.1% | +29.7% | -4.8% |
| 5Y | +90.9% | +84.9% | +6.0% | -9.9% |
| 10Y | +512.5% | +417.7% | +94.8% | -28.7% |
| All | +113.6% | +553.6% | -440.0% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling