+68.5%
COST vs AMKR
+135.2%
-66.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.2% | +0.2% |
| 7D | -1.2% | +8.3% | -9.5% | -1.4% |
| 30D | -4.7% | -6.8% | +2.1% | -4.6% |
| 3M | -7.1% | -31.9% | +24.8% | -6.3% |
| 6M | -8.5% | +18.4% | -26.9% | -11.8% |
| YTD | +5.4% | +31.7% | -26.3% | -0.2% |
| 1Y | -5.6% | +105.2% | -110.9% | -15.5% |
| 3Y | +68.5% | +147.7% | -79.3% | +37.6% |
| All | +68.5% | +135.2% | -66.7% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling