+38.2%
IWM vs AMKR
+101.8%
-63.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.7% |
| 7D | -1.1% | +8.9% | -10.0% | -3.2% |
| 30D | -3.1% | -2.7% | -0.4% | -3.0% |
| 3M | +2.2% | -27.5% | +29.7% | +7.0% |
| 6M | +15.1% | +19.4% | -4.3% | +3.2% |
| YTD | +18.6% | +30.7% | -12.1% | +2.0% |
| 1Y | +24.0% | +107.9% | -83.9% | -8.8% |
| 3Y | +63.7% | +136.1% | -72.4% | +7.2% |
| 5Y | +38.2% | +96.6% | -58.4% | -12.4% |
| All | +38.2% | +101.8% | -63.6% | -12.4% |
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