+378.2%
AMKR vs W
+209.7%
+168.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -2.0% |
| 7D | +21.7% | -1.7% | +23.4% | +22.3% |
| 30D | -22.0% | +3.2% | -25.3% | -22.7% |
| 3M | -33.1% | +8.3% | -41.4% | -34.7% |
| 6M | -49.3% | +84.3% | -133.6% | -56.8% |
| YTD | -5.5% | +11.0% | -16.5% | -10.5% |
| 1Y | +8.4% | -0.2% | +8.7% | +4.7% |
| 3Y | +62.7% | +157.9% | -95.2% | +18.1% |
| 5Y | +70.5% | -56.8% | +127.3% | +54.7% |
| 10Y | +248.1% | +212.2% | +35.9% | +95.3% |
| All | +378.2% | +209.7% | +168.6% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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