+91.1%
AMKR vs XYL
-16.2%
+107.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.1% | +4.1% |
| 7D | +8.3% | +1.2% | +7.1% | +7.4% |
| 30D | -6.8% | -11.9% | +5.2% | +2.8% |
| 3M | -31.9% | -1.5% | -30.4% | -33.2% |
| 6M | +18.4% | -11.9% | +30.3% | +27.8% |
| YTD | +31.7% | -20.6% | +52.2% | +53.1% |
| 1Y | +105.2% | -23.5% | +128.8% | +147.0% |
| 3Y | +147.7% | +14.9% | +132.9% | +114.5% |
| All | +91.1% | -16.2% | +107.3% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling