+412.2%
AMKR vs USHY
+49.7%
+362.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +8.3% | -0.7% | +9.0% | +10.5% |
| 30D | -6.8% | -0.7% | -6.1% | -4.8% |
| 3M | -31.9% | +0.1% | -32.0% | -31.9% |
| 6M | +18.4% | +1.8% | +16.6% | +14.2% |
| YTD | +31.7% | +1.8% | +29.9% | +27.7% |
| 1Y | +105.2% | +3.3% | +102.0% | +91.8% |
| 3Y | +147.7% | +27.0% | +120.8% | +38.7% |
| 5Y | +99.4% | +21.0% | +78.3% | +33.5% |
| All | +412.2% | +49.7% | +362.5% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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