+184.4%
AMKR vs SW
+730.4%
-546.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.5% | -1.5% | -13.0% | -14.3% |
| 7D | -26.0% | +4.7% | -30.7% | -26.4% |
| 30D | -42.9% | +5.0% | -47.9% | -43.3% |
| 3M | -43.3% | -7.3% | -36.0% | -42.9% |
| 6M | -60.1% | +15.0% | -75.1% | -60.9% |
| YTD | -22.4% | +18.5% | -40.9% | -24.2% |
| 1Y | -16.0% | +27.1% | -43.1% | -18.6% |
| 3Y | +34.1% | +49.3% | -15.2% | +28.5% |
| 5Y | +38.7% | -1.6% | +40.4% | +34.6% |
| 10Y | +215.2% | +185.4% | +29.8% | +186.8% |
| All | +184.4% | +730.4% | -546.0% | +143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling