+157.2%
EXC vs AMKR
+519.6%
-362.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.5% |
| 7D | -1.6% | +5.5% | -7.1% | -2.0% |
| 30D | -2.4% | -8.6% | +6.2% | -1.9% |
| 3M | -4.0% | -28.7% | +24.8% | -2.6% |
| 6M | -9.8% | +13.3% | -23.1% | -12.8% |
| YTD | +2.3% | +26.1% | -23.8% | -2.8% |
| 1Y | +3.8% | +101.2% | -97.4% | -6.6% |
| 3Y | +19.7% | +127.7% | -108.0% | +1.9% |
| 5Y | +45.6% | +90.9% | -45.3% | +22.6% |
| All | +157.2% | +519.6% | -362.4% | +64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling