+310.8%
AMKR vs UL
+482.6%
-171.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.6% |
| 7D | +11.1% | -1.3% | +12.4% | +11.6% |
| 30D | -8.1% | +0.9% | -9.0% | -8.6% |
| 3M | -25.6% | +14.2% | -39.8% | -31.2% |
| 6M | +22.5% | -3.2% | +25.7% | +20.5% |
| YTD | +29.1% | -0.3% | +29.4% | +24.8% |
| 1Y | +105.7% | -8.8% | +114.5% | +105.3% |
| 3Y | +133.2% | +23.9% | +109.3% | +99.0% |
| 5Y | +98.5% | +21.4% | +77.2% | +68.6% |
| 10Y | +490.6% | +66.7% | +424.0% | +331.6% |
| All | +310.8% | +482.6% | -171.8% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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