+345.6%
AMKR vs SW
+755.0%
-409.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | 0.0% | -5.1% | +5.0% | +0.6% |
| 30D | -11.1% | -4.6% | -6.6% | -10.7% |
| 3M | -35.2% | +9.4% | -44.6% | -36.0% |
| 6M | +4.9% | +3.5% | +1.4% | +4.2% |
| YTD | +21.6% | +22.0% | -0.4% | +18.5% |
| 1Y | +98.0% | +2.2% | +95.8% | +96.3% |
| 3Y | +77.8% | +19.6% | +58.3% | +73.1% |
| 5Y | +79.9% | -2.3% | +82.2% | +74.6% |
| 10Y | +456.9% | +181.4% | +275.5% | +406.2% |
| All | +345.6% | +755.0% | -409.4% | +280.6% |
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