+233.3%
BAC vs AMKR
+316.3%
-83.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.8% | -0.4% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -0.4% | -11.1% | +10.7% | +1.3% |
| 3M | +16.9% | -35.2% | +52.1% | +23.3% |
| 6M | +26.6% | +4.9% | +21.7% | +20.1% |
| YTD | +15.8% | +21.6% | -5.8% | +5.7% |
| 1Y | +27.2% | +98.0% | -70.9% | +4.2% |
| 3Y | +132.4% | +77.8% | +54.6% | +86.9% |
| 5Y | +72.6% | +79.9% | -7.3% | +34.3% |
| 10Y | +389.7% | +456.9% | -67.1% | +182.7% |
| All | +233.3% | +316.3% | -83.0% | +28.9% |
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