+83.6%
AMKR vs USAR
+53.8%
+29.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.0% | +7.4% | +4.7% |
| 7D | +8.3% | -11.6% | +19.9% | +9.6% |
| 30D | -6.8% | -15.5% | +8.7% | -5.3% |
| 3M | -31.9% | -31.0% | -0.9% | -29.9% |
| 6M | +18.4% | -26.2% | +44.6% | +21.1% |
| YTD | +31.7% | +30.8% | +0.9% | +32.1% |
| 1Y | +105.2% | +7.1% | +98.2% | +106.1% |
| 3Y | +147.7% | +53.0% | +94.7% | +136.7% |
| All | +83.6% | +53.8% | +29.9% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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