+137.2%
AMKR vs XYL
+15.2%
+122.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -2.8% |
| 7D | +5.5% | -1.2% | +6.8% | +6.5% |
| 30D | -8.6% | -13.2% | +4.6% | +1.5% |
| 3M | -28.7% | -0.2% | -28.6% | -31.5% |
| 6M | +13.3% | -12.5% | +25.8% | +22.5% |
| YTD | +26.1% | -20.9% | +47.0% | +46.7% |
| 1Y | +101.2% | -21.6% | +122.7% | +136.4% |
| All | +137.2% | +15.2% | +122.0% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 3y: compounded portfolio wealth divided by compounded XYL 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…
3y analysis · Full analysis span regression · 6 months rolling