+528.2%
AMKR vs Z
-2.5%
+530.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.0% | +0.4% | +3.1% |
| 7D | +8.3% | -6.0% | +14.3% | +10.4% |
| 30D | -6.8% | -2.3% | -4.5% | -6.8% |
| 3M | -31.9% | -0.6% | -31.3% | -33.8% |
| 6M | +18.4% | -27.6% | +46.0% | +28.4% |
| YTD | +31.7% | -52.4% | +84.0% | +63.1% |
| 1Y | +105.2% | -63.6% | +168.8% | +177.8% |
| 3Y | +147.7% | -36.4% | +184.1% | +161.3% |
| 5Y | +99.4% | -64.6% | +164.0% | +135.8% |
| All | +528.2% | -2.5% | +530.6% | +355.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling