-7.0%
FXI vs AMKR
+88.0%
-95.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +3.0% | 0.0% |
| 7D | -2.8% | +5.5% | -8.3% | -3.7% |
| 30D | -3.7% | -8.6% | +4.9% | -2.7% |
| 3M | -0.4% | -28.7% | +28.3% | +2.7% |
| 6M | -5.4% | +13.3% | -18.7% | -12.0% |
| YTD | -9.6% | +26.1% | -35.7% | -18.6% |
| 1Y | -11.9% | +101.2% | -113.1% | -29.1% |
| 3Y | +37.8% | +127.7% | -89.9% | +0.9% |
| 5Y | -7.0% | +90.9% | -97.9% | -33.3% |
| All | -7.0% | +88.0% | -95.1% | -33.3% |
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