+137.2%
AMKR vs USFR
+14.1%
+123.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.6% | -3.4% |
| 7D | +5.5% | +0.1% | +5.4% | +6.2% |
| 30D | -8.6% | +0.3% | -8.9% | -6.1% |
| 3M | -28.7% | +1.0% | -29.7% | -23.1% |
| 6M | +13.3% | +1.9% | +11.3% | +28.1% |
| YTD | +26.1% | +2.7% | +23.4% | +46.0% |
| 1Y | +101.2% | +4.0% | +97.2% | +141.2% |
| All | +137.2% | +14.1% | +123.2% | +216.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling