+528.2%
AMKR vs SRE
+122.3%
+405.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.7% |
| 7D | +8.3% | -0.8% | +9.1% | +8.7% |
| 30D | -6.8% | -3.0% | -3.8% | -5.9% |
| 3M | -31.9% | -8.3% | -23.6% | -29.9% |
| 6M | +18.4% | -8.9% | +27.3% | +21.8% |
| YTD | +31.7% | -4.3% | +35.9% | +32.3% |
| 1Y | +105.2% | +2.7% | +102.5% | +100.1% |
| 3Y | +147.7% | +28.7% | +119.1% | +114.0% |
| 5Y | +99.4% | +47.1% | +52.2% | +61.1% |
| All | +528.2% | +122.3% | +405.8% | +373.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling