+91.1%
AMKR vs SRE
+45.6%
+45.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.7% |
| 7D | +8.3% | -0.8% | +9.1% | +8.6% |
| 30D | -6.8% | -3.0% | -3.8% | -6.0% |
| 3M | -31.9% | -8.3% | -23.6% | -30.3% |
| 6M | +18.4% | -8.9% | +27.3% | +21.2% |
| YTD | +31.7% | -4.3% | +35.9% | +32.0% |
| 1Y | +105.2% | +2.7% | +102.5% | +100.3% |
| 3Y | +147.7% | +28.7% | +119.1% | +113.3% |
| All | +91.1% | +45.6% | +45.5% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling