-36.1%
AMKR vs SW
-3.7%
-32.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.1% | -9.3% | -4.0% |
| 7D | -15.5% | +12.1% | -27.6% | -13.0% |
| 30D | -34.7% | +6.6% | -41.3% | -33.2% |
| 3M | -36.1% | -6.0% | -30.0% | -34.3% |
| All | -36.1% | -3.7% | -32.4% | -34.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling