+477.2%
AMKR vs SRE
+1,544.3%
-1,067.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.5% |
| 7D | +8.9% | +1.5% | +7.4% | +8.2% |
| 30D | -2.7% | +0.8% | -3.5% | -3.3% |
| 3M | -27.5% | -5.8% | -21.7% | -25.7% |
| 6M | +19.4% | -7.8% | +27.2% | +22.9% |
| YTD | +30.7% | -2.4% | +33.1% | +30.3% |
| 1Y | +107.9% | +8.9% | +99.0% | +96.6% |
| 3Y | +136.1% | +31.1% | +105.0% | +98.7% |
| 5Y | +96.6% | +48.6% | +48.0% | +53.4% |
| 10Y | +535.0% | +126.1% | +408.9% | +282.9% |
| All | +477.2% | +1,544.3% | -1,067.1% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling