-5.0%
ICE vs AMKR
+26.0%
-31.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.7% |
| 7D | -0.9% | +8.9% | -9.7% | +0.1% |
| 30D | +4.0% | -2.7% | +6.7% | +4.0% |
| 3M | +11.0% | -27.5% | +38.4% | +7.9% |
| 6M | -5.0% | +19.4% | -24.3% | -4.8% |
| All | -5.0% | +26.0% | -31.0% | -4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling