+1,608.9%
COP vs AMKR
+316.3%
+1,292.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.8% | -1.3% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +17.5% | -11.1% | +28.6% | +18.7% |
| 3M | +13.4% | -35.2% | +48.5% | +17.0% |
| 6M | +17.7% | +4.9% | +12.9% | +13.5% |
| YTD | +46.6% | +21.6% | +25.0% | +37.8% |
| 1Y | +44.6% | +98.0% | -53.4% | +27.2% |
| 3Y | +20.7% | +77.8% | -57.1% | +4.7% |
| 5Y | +185.0% | +79.9% | +105.2% | +141.7% |
| 10Y | +347.0% | +456.9% | -109.9% | +220.6% |
| All | +1,608.9% | +316.3% | +1,292.6% | +929.4% |
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