+315.9%
AMKR vs WAB
+2,096.0%
-1,780.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +2.1% |
| 7D | +8.9% | +0.2% | +8.6% | +8.7% |
| 30D | -2.7% | -4.6% | +1.9% | +0.3% |
| 3M | -27.5% | +5.6% | -33.1% | -29.9% |
| 6M | +19.4% | +13.8% | +5.6% | +10.9% |
| YTD | +30.7% | +31.9% | -1.2% | +11.3% |
| 1Y | +107.9% | +48.3% | +59.7% | +66.1% |
| 3Y | +136.1% | +167.1% | -31.0% | +34.1% |
| 5Y | +96.6% | +222.9% | -126.3% | +1.6% |
| 10Y | +535.0% | +289.9% | +245.1% | +175.8% |
| All | +315.9% | +2,096.0% | -1,780.1% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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