+1,041.7%
AMKR vs XYL
+459.9%
+581.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +2.0% |
| 7D | +8.9% | +0.8% | +8.0% | +8.2% |
| 30D | -2.7% | -10.8% | +8.1% | +5.9% |
| 3M | -27.5% | -2.5% | -24.9% | -27.8% |
| 6M | +19.4% | -12.2% | +31.6% | +29.0% |
| YTD | +30.7% | -20.1% | +50.8% | +50.3% |
| 1Y | +107.9% | -20.6% | +128.6% | +141.0% |
| 3Y | +136.1% | +17.3% | +118.8% | +105.0% |
| 5Y | +96.6% | -14.5% | +111.1% | +112.0% |
| 10Y | +535.0% | +150.2% | +384.8% | +232.5% |
| All | +1,041.7% | +459.9% | +581.8% | +275.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling