+18.3%
HYG vs AMKR
+96.3%
-78.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.5% | -0.3% |
| 7D | -0.7% | +8.3% | -9.0% | -1.2% |
| 30D | -0.7% | -6.8% | +6.0% | -0.5% |
| 3M | -0.2% | -31.9% | +31.7% | +1.4% |
| 6M | +1.4% | +18.4% | -16.9% | -1.3% |
| YTD | +1.5% | +31.7% | -30.2% | -2.5% |
| 1Y | +2.9% | +105.2% | -102.3% | -5.0% |
| 3Y | +25.6% | +147.7% | -122.1% | +10.5% |
| All | +18.3% | +96.3% | -78.1% | +2.1% |
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 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