+65.2%
AMKR vs Z
-53.4%
+118.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.2% | -3.8% |
| 7D | +10.0% | +0.8% | +9.2% | +9.8% |
| 30D | -19.4% | +5.2% | -24.6% | -21.7% |
| 3M | -37.4% | -17.0% | -20.3% | -35.1% |
| 6M | -51.5% | -22.7% | -28.8% | -49.3% |
| YTD | -8.1% | -56.3% | +48.2% | +16.3% |
| 1Y | +13.8% | -57.7% | +71.5% | +45.5% |
| 3Y | +59.4% | -16.5% | +75.9% | +46.8% |
| All | +65.2% | -53.4% | +118.7% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling