+786.5%
IBM vs AMKR
+214.7%
+571.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.4% |
| 7D | +1.6% | +10.0% | -8.5% | +0.2% |
| 30D | +9.2% | -19.4% | +28.6% | +11.6% |
| 3M | +4.9% | -37.4% | +42.3% | +10.2% |
| 6M | +16.8% | -51.5% | +68.2% | +23.6% |
| YTD | -14.3% | -8.1% | -6.2% | -18.0% |
| 1Y | -16.7% | +13.8% | -30.5% | -22.8% |
| 3Y | +82.2% | +59.4% | +22.8% | +56.3% |
| 5Y | +149.9% | +65.9% | +84.1% | +107.6% |
| 10Y | +142.6% | +238.6% | -96.0% | +69.9% |
| All | +786.5% | +214.7% | +571.9% | +312.1% |
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 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