+31.7%
F vs AMKR
+186.0%
-154.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.6% | -8.4% | -2.0% |
| 7D | +1.6% | -16.9% | +18.5% | +4.4% |
| 30D | +2.6% | -37.2% | +39.9% | +10.2% |
| 3M | -8.8% | -39.3% | +30.5% | -2.2% |
| 6M | +4.6% | -57.4% | +62.0% | +16.3% |
| YTD | -1.9% | -16.5% | +14.6% | -4.5% |
| 1Y | -0.8% | -6.0% | +5.2% | -5.8% |
| 3Y | +43.5% | +46.2% | -2.7% | +21.8% |
| 5Y | -12.1% | +49.3% | -61.4% | -26.5% |
| 10Y | +83.6% | +239.3% | -155.7% | +25.0% |
| All | +31.7% | +186.0% | -154.3% | -42.1% |
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