+686.6%
AMKR vs VRSK
+585.1%
+101.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.0% |
| 7D | +5.5% | -7.7% | +13.3% | +8.9% |
| 30D | -8.6% | -2.8% | -5.8% | -8.2% |
| 3M | -28.7% | -3.7% | -25.0% | -30.4% |
| 6M | +13.3% | -12.8% | +26.0% | +14.4% |
| YTD | +26.1% | -21.0% | +47.0% | +32.6% |
| 1Y | +101.2% | -32.5% | +133.7% | +127.9% |
| 3Y | +127.7% | -26.5% | +154.3% | +132.9% |
| 5Y | +90.9% | -11.5% | +102.4% | +69.3% |
| 10Y | +512.5% | +125.7% | +386.8% | +211.3% |
| All | +686.6% | +585.1% | +101.5% | +91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling