+7.4%
HD vs AMKR
+93.2%
-85.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.2% | -8.5% | -3.1% |
| 7D | -1.2% | +11.1% | -12.3% | -2.5% |
| 30D | -11.1% | -8.1% | -3.1% | -10.5% |
| 3M | +2.0% | -25.6% | +27.6% | +4.0% |
| 6M | -10.5% | +22.5% | -32.9% | -17.0% |
| YTD | -6.9% | +29.1% | -36.0% | -15.4% |
| 1Y | -23.2% | +105.7% | -128.9% | -37.0% |
| 3Y | +3.1% | +133.2% | -130.1% | -23.0% |
| 5Y | +7.4% | +98.5% | -91.1% | -21.8% |
| All | +7.4% | +93.2% | -85.8% | -21.8% |
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 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