+151.7%
HYG vs AMKR
+302.8%
-151.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.5% | -0.4% |
| 7D | -0.7% | +8.3% | -9.0% | -1.3% |
| 30D | -0.7% | -6.8% | +6.0% | -0.4% |
| 3M | -0.2% | -31.9% | +31.7% | +1.8% |
| 6M | +1.4% | +18.4% | -16.9% | -1.6% |
| YTD | +1.5% | +31.7% | -30.2% | -2.8% |
| 1Y | +2.9% | +105.2% | -102.3% | -5.5% |
| 3Y | +25.6% | +147.7% | -122.1% | +11.3% |
| 5Y | +18.6% | +99.4% | -80.8% | +5.1% |
| 10Y | +55.7% | +539.7% | -483.9% | +18.3% |
| All | +151.7% | +302.8% | -151.0% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling