+55.0%
EWZ vs AMKR
+79.9%
-24.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.0% |
| 7D | +6.5% | 0.0% | +6.5% | +6.5% |
| 30D | +4.8% | -11.1% | +16.0% | +6.2% |
| 3M | +9.9% | -35.2% | +45.1% | +14.6% |
| 6M | +1.9% | +4.9% | -2.9% | -2.4% |
| YTD | +20.3% | +21.6% | -1.3% | +12.1% |
| 1Y | +35.6% | +98.0% | -62.4% | +16.4% |
| 3Y | +43.4% | +77.8% | -34.4% | +19.4% |
| All | +55.0% | +79.9% | -24.9% | +27.5% |
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