+40.6%
ICE vs AMKR
+125.2%
-84.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.5% |
| 7D | -5.3% | +5.5% | -10.9% | -5.3% |
| 30D | +3.0% | -8.6% | +11.6% | +3.0% |
| 3M | +11.4% | -28.7% | +40.2% | +11.2% |
| 6M | -2.0% | +13.3% | -15.3% | -4.4% |
| YTD | -3.1% | +26.1% | -29.2% | -6.5% |
| 1Y | -8.4% | +101.2% | -109.6% | -14.5% |
| All | +40.6% | +125.2% | -84.5% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling