+8.1%
HD vs AMKR
+59.8%
-51.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | +5.2% | -8.4% | +13.6% | +6.0% |
| 30D | +20.7% | -29.8% | +50.6% | +25.2% |
| 3M | +0.8% | -34.7% | +35.5% | +4.9% |
| 6M | +12.2% | -54.9% | +67.1% | +20.5% |
| YTD | +4.2% | -12.3% | +16.5% | -1.8% |
| 1Y | -2.6% | -1.4% | -1.1% | -10.6% |
| 3Y | +30.0% | +51.1% | -21.1% | +1.5% |
| 5Y | +8.1% | +62.6% | -54.5% | -21.8% |
| All | +8.1% | +59.8% | -51.7% | -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