+213.7%
ICE vs AMKR
+547.1%
-333.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | +0.6% |
| 7D | -2.4% | +8.3% | -10.7% | -3.2% |
| 30D | +4.0% | -6.8% | +10.8% | +4.4% |
| 3M | +13.7% | -31.9% | +45.6% | +16.2% |
| 6M | +0.9% | +18.4% | -17.4% | -4.3% |
| YTD | -2.1% | +31.7% | -33.8% | -9.2% |
| 1Y | -9.5% | +105.2% | -114.8% | -21.6% |
| 3Y | +42.1% | +147.7% | -105.7% | +15.4% |
| 5Y | +41.4% | +99.4% | -58.0% | +14.8% |
| All | +213.7% | +547.1% | -333.4% | +97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling