+40.0%
ICE vs AMKR
+88.0%
-48.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.3% |
| 7D | -5.3% | +5.5% | -10.9% | -5.6% |
| 30D | +3.0% | -8.6% | +11.6% | +3.3% |
| 3M | +11.4% | -28.7% | +40.2% | +12.2% |
| 6M | -2.0% | +13.3% | -15.3% | -5.9% |
| YTD | -3.1% | +26.1% | -29.2% | -8.6% |
| 1Y | -8.4% | +101.2% | -109.6% | -18.5% |
| 3Y | +40.7% | +127.7% | -87.0% | +17.6% |
| 5Y | +40.0% | +90.9% | -50.9% | +15.9% |
| All | +40.0% | +88.0% | -48.1% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling