+105.2%
AMKR vs Z
-62.2%
+167.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.0% | +0.4% | +4.5% |
| 7D | +8.3% | -6.0% | +14.3% | +8.1% |
| 30D | -6.8% | -2.3% | -4.5% | -7.1% |
| 3M | -31.9% | -0.6% | -31.3% | -31.9% |
| 6M | +18.4% | -27.6% | +46.0% | +26.9% |
| YTD | +31.7% | -52.4% | +84.0% | +48.8% |
| 1Y | +105.2% | -63.6% | +168.8% | +122.5% |
| All | +105.2% | -62.2% | +167.4% | +122.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling