+47.6%
AMKR vs SW
-2.6%
+50.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.9% | +8.6% | +7.9% |
| 7D | -16.9% | +2.3% | -19.2% | -17.5% |
| 30D | -37.2% | +6.8% | -44.0% | -38.5% |
| 3M | -39.3% | -5.2% | -34.1% | -38.8% |
| 6M | -57.4% | +7.4% | -64.8% | -58.7% |
| YTD | -16.5% | +17.4% | -33.9% | -21.5% |
| 1Y | -6.0% | +27.1% | -33.1% | -13.4% |
| 3Y | +46.2% | +47.9% | -1.7% | +31.0% |
| All | +47.6% | -2.6% | +50.2% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling