+242.5%
AMKR vs URA
+266.3%
-23.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -1.8% |
| 7D | +10.0% | -1.5% | +11.6% | +11.1% |
| 30D | -19.4% | -10.4% | -9.0% | -13.6% |
| 3M | -37.4% | -29.6% | -7.7% | -23.6% |
| 6M | -51.5% | -40.3% | -11.2% | -34.8% |
| YTD | -8.1% | -25.5% | +17.4% | +9.2% |
| 1Y | +13.8% | -26.4% | +40.2% | +35.9% |
| 3Y | +59.4% | +31.4% | +28.0% | +31.8% |
| 5Y | +65.9% | +28.6% | +37.3% | +31.3% |
| All | +242.5% | +266.3% | -23.8% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling