-10.9%
DOW vs AMKR
+535.7%
-546.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -6.0% | +8.9% | -14.9% | -7.9% |
| 30D | -2.7% | -2.7% | 0.0% | -2.7% |
| 3M | -10.5% | -27.5% | +17.0% | -7.1% |
| 6M | -12.4% | +19.4% | -31.8% | -22.8% |
| YTD | +30.0% | +30.7% | -0.7% | +9.9% |
| 1Y | +27.8% | +107.9% | -80.1% | -7.2% |
| 3Y | -34.9% | +136.1% | -171.0% | -57.3% |
| 5Y | -35.9% | +96.6% | -132.5% | -58.2% |
| All | -10.9% | +535.7% | -546.7% | -68.1% |
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