+672.5%
AMKR vs SSNC
+1,037.0%
-364.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.8% | +10.0% | +8.5% |
| 7D | +11.1% | -1.8% | +12.9% | +12.0% |
| 30D | -8.1% | +1.9% | -10.0% | -9.6% |
| 3M | -25.6% | +18.4% | -44.0% | -35.2% |
| 6M | +22.5% | +7.0% | +15.5% | +12.1% |
| YTD | +29.1% | -6.9% | +36.0% | +28.4% |
| 1Y | +105.7% | -8.2% | +113.9% | +105.6% |
| 3Y | +133.2% | +50.5% | +82.7% | +69.8% |
| 5Y | +98.5% | +17.4% | +81.1% | +70.7% |
| 10Y | +490.6% | +164.9% | +325.7% | +213.4% |
| All | +672.5% | +1,037.0% | -364.5% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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