+2,263.8%
ICE vs AMKR
+868.0%
+1,395.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.3% | -3.3% |
| 7D | -1.2% | +11.1% | -12.3% | -3.2% |
| 30D | +5.0% | -8.1% | +13.0% | +6.0% |
| 3M | +13.9% | -25.6% | +39.5% | +16.4% |
| 6M | -4.4% | +22.5% | -26.9% | -13.4% |
| YTD | -1.9% | +29.1% | -31.0% | -13.3% |
| 1Y | -8.1% | +105.7% | -113.8% | -27.6% |
| 3Y | +42.5% | +133.2% | -90.7% | +3.0% |
| 5Y | +40.6% | +98.5% | -57.9% | +0.3% |
| 10Y | +217.1% | +490.6% | -273.5% | +47.4% |
| All | +2,263.8% | +868.0% | +1,395.8% | +640.1% |
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