+736.8%
IBM vs AMKR
+316.3%
+420.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.1% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +0.3% | -11.1% | +11.4% | +1.5% |
| 3M | -21.6% | -35.2% | +13.6% | -19.1% |
| 6M | -4.7% | +4.9% | -9.6% | -8.9% |
| YTD | -19.1% | +21.6% | -40.7% | -24.7% |
| 1Y | -2.5% | +98.0% | -100.5% | -15.7% |
| 3Y | +74.2% | +77.8% | -3.7% | +48.3% |
| 5Y | +113.1% | +79.9% | +33.3% | +76.6% |
| 10Y | +133.5% | +456.9% | -323.3% | +54.5% |
| All | +736.8% | +316.3% | +420.6% | +278.5% |
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