-16.0%
AMKR vs VRSK
-2.2%
-13.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.5% | +6.9% | -21.4% | -8.6% |
| 7D | -26.0% | +10.9% | -36.9% | -18.3% |
| 30D | -42.9% | +28.0% | -70.9% | -28.9% |
| 3M | -43.3% | +12.3% | -55.6% | -34.7% |
| 6M | -60.1% | +17.8% | -78.0% | -52.0% |
| YTD | -22.4% | -4.7% | -17.7% | -10.0% |
| 1Y | -16.0% | -0.2% | -15.8% | +0.7% |
| All | -16.0% | -2.2% | -13.8% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling