+193.6%
COP vs AMKR
+88.0%
+105.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.7% |
| 7D | +1.0% | +5.5% | -4.5% | +0.5% |
| 30D | +9.6% | -8.6% | +18.2% | +10.2% |
| 3M | +15.0% | -28.7% | +43.8% | +17.0% |
| 6M | +21.8% | +13.3% | +8.5% | +15.1% |
| YTD | +49.6% | +26.1% | +23.6% | +37.6% |
| 1Y | +49.9% | +101.2% | -51.3% | +26.6% |
| 3Y | +22.6% | +127.7% | -105.1% | -4.5% |
| 5Y | +193.6% | +90.9% | +102.7% | +127.7% |
| All | +193.6% | +88.0% | +105.6% | +127.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling