+31.6%
F vs AMKR
+200.4%
-168.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | +1.0% | -8.4% | +9.3% | +2.1% |
| 30D | +2.1% | -29.8% | +32.0% | +7.6% |
| 3M | -10.3% | -34.7% | +24.4% | -5.0% |
| 6M | +3.3% | -54.9% | +58.1% | +13.7% |
| YTD | -2.0% | -12.3% | +10.3% | -5.4% |
| 1Y | -2.3% | -1.4% | -0.9% | -8.0% |
| 3Y | +49.9% | +51.1% | -1.2% | +26.5% |
| 5Y | -12.5% | +62.6% | -75.0% | -27.9% |
| 10Y | +74.3% | +233.1% | -158.8% | +18.8% |
| All | +31.6% | +200.4% | -168.8% | -42.7% |
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