+315.9%
AMKR vs WY
+169.1%
+146.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.5% |
| 7D | +8.9% | -1.7% | +10.6% | +9.9% |
| 30D | -2.7% | -9.9% | +7.2% | +2.9% |
| 3M | -27.5% | -7.5% | -19.9% | -25.5% |
| 6M | +19.4% | -5.1% | +24.5% | +20.5% |
| YTD | +30.7% | -2.1% | +32.8% | +28.4% |
| 1Y | +107.9% | -7.3% | +115.3% | +109.8% |
| 3Y | +136.1% | -22.6% | +158.8% | +161.3% |
| 5Y | +96.6% | -19.8% | +116.4% | +114.5% |
| 10Y | +535.0% | +9.6% | +525.4% | +450.3% |
| All | +315.9% | +169.1% | +146.8% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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