+96.6%
AMKR vs Z
-65.8%
+162.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +8.9% | -7.1% | +15.9% | +10.9% |
| 30D | -2.7% | -4.8% | +2.1% | -2.1% |
| 3M | -27.5% | -9.3% | -18.1% | -27.1% |
| 6M | +19.4% | -29.0% | +48.4% | +29.8% |
| YTD | +30.7% | -52.9% | +83.6% | +60.7% |
| 1Y | +107.9% | -63.1% | +171.1% | +176.1% |
| 3Y | +136.1% | -36.9% | +173.0% | +148.8% |
| 5Y | +96.6% | -65.5% | +162.1% | +95.5% |
| All | +96.6% | -65.8% | +162.4% | +95.5% |
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 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