+832.4%
AZN vs AMKR
+331.6%
+500.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.3% | +2.0% |
| 7D | -3.1% | +5.5% | -8.6% | -3.5% |
| 30D | +0.6% | -8.6% | +9.2% | +1.0% |
| 3M | -10.8% | -28.7% | +17.9% | -9.8% |
| 6M | -18.1% | +13.3% | -31.4% | -20.3% |
| YTD | -12.3% | +26.1% | -38.3% | -15.5% |
| 1Y | -0.2% | +101.2% | -101.4% | -7.5% |
| 3Y | +23.4% | +127.7% | -104.4% | +11.6% |
| 5Y | +56.4% | +90.9% | -34.5% | +40.9% |
| 10Y | +225.7% | +512.5% | -286.8% | +159.2% |
| All | +832.4% | +331.6% | +500.8% | +471.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMKR.
Daily Out/Under-Performance
Portfolio return minus AMKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMKR 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 AMKR 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