+1,100.7%
AMKR vs Z
+25.1%
+1,075.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.5% |
| 7D | 0.0% | -3.0% | +3.0% | +0.9% |
| 30D | -11.1% | -4.2% | -7.0% | -10.6% |
| 3M | -35.2% | -3.7% | -31.5% | -36.0% |
| 6M | +4.9% | -24.5% | +29.4% | +12.2% |
| YTD | +21.6% | -49.3% | +70.9% | +47.3% |
| 1Y | +98.0% | -58.7% | +156.7% | +155.6% |
| 3Y | +77.8% | -34.1% | +112.0% | +86.1% |
| 5Y | +79.9% | -64.5% | +144.4% | +113.0% |
| 10Y | +456.9% | -0.5% | +457.4% | +313.8% |
| All | +1,100.7% | +25.1% | +1,075.6% | +707.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling