+25.6%
HYG vs AMKR
+135.2%
-109.5%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.5% | -0.2% |
| 7D | -0.7% | +8.3% | -9.0% | -1.0% |
| 30D | -0.7% | -6.8% | +6.0% | -0.6% |
| 3M | -0.2% | -31.9% | +31.7% | +0.8% |
| 6M | +1.4% | +18.4% | -16.9% | -0.3% |
| YTD | +1.5% | +31.7% | -30.2% | -1.1% |
| 1Y | +2.9% | +105.2% | -102.3% | -2.4% |
| 3Y | +25.6% | +147.7% | -122.1% | +10.5% |
| All | +25.6% | +135.2% | -109.5% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling