+286.9%
AMKR vs WAT
+2,960.8%
-2,673.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | 0.0% | -1.3% | +1.2% | +0.6% |
| 30D | -11.1% | +2.3% | -13.5% | -12.2% |
| 3M | -35.2% | +8.7% | -43.9% | -37.9% |
| 6M | +4.9% | +28.3% | -23.4% | -7.8% |
| YTD | +21.6% | +7.8% | +13.8% | +14.9% |
| 1Y | +98.0% | +36.6% | +61.4% | +66.9% |
| 3Y | +77.8% | +45.7% | +32.2% | +41.7% |
| 5Y | +79.9% | -3.3% | +83.2% | +70.0% |
| 10Y | +456.9% | +162.1% | +294.8% | +233.1% |
| All | +286.9% | +2,960.8% | -2,673.8% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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