+31.8%
AMKR vs USAR
-20.3%
+52.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -2.3% |
| 7D | +21.7% | +8.8% | +13.0% | +20.6% |
| 30D | -22.0% | -28.5% | +6.4% | -19.1% |
| 3M | -33.1% | -56.2% | +23.1% | -27.3% |
| 6M | -49.3% | -68.4% | +19.1% | -43.7% |
| YTD | -5.5% | -32.2% | +26.7% | +1.4% |
| 1Y | +8.4% | -52.3% | +60.7% | +17.0% |
| 3Y | +62.7% | -21.2% | +83.9% | +66.3% |
| All | +31.8% | -20.3% | +52.0% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling