+12.0%
AMKR vs SW
+25.9%
-13.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.7% | +11.3% | +10.8% |
| 7D | +6.8% | -2.6% | +9.4% | +7.8% |
| 30D | -20.8% | +7.2% | -28.0% | -22.9% |
| 3M | -29.7% | -10.5% | -19.2% | -27.1% |
| 6M | -50.2% | +9.9% | -60.0% | -53.6% |
| YTD | -3.0% | +17.2% | -20.3% | -14.3% |
| 1Y | +12.0% | +26.5% | -14.5% | -6.4% |
| All | +12.0% | +25.9% | -13.9% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling