+432.5%
EWZ vs AMKR
+38.5%
+394.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.1% |
| 7D | +6.5% | 0.0% | +6.5% | +6.5% |
| 30D | +4.8% | -11.1% | +16.0% | +6.8% |
| 3M | +9.9% | -35.2% | +45.1% | +16.5% |
| 6M | +1.9% | +4.9% | -2.9% | -3.3% |
| YTD | +20.3% | +21.6% | -1.3% | +9.9% |
| 1Y | +35.6% | +98.0% | -62.4% | +10.7% |
| 3Y | +43.4% | +77.8% | -34.4% | +13.9% |
| 5Y | +55.9% | +79.9% | -23.9% | +18.4% |
| 10Y | +84.2% | +456.9% | -372.7% | +1.9% |
| All | +432.5% | +38.5% | +394.0% | +134.1% |
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