+753.8%
IWM vs AMKR
-7.4%
+761.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.2% |
| 7D | +1.4% | +10.0% | -8.6% | -0.6% |
| 30D | +2.3% | -19.4% | +21.7% | +5.9% |
| 3M | -8.3% | -37.4% | +29.0% | -0.8% |
| 6M | -1.3% | -51.5% | +50.1% | +9.5% |
| YTD | +13.5% | -8.1% | +21.6% | +8.7% |
| 1Y | +18.4% | +13.8% | +4.6% | +8.2% |
| 3Y | +69.6% | +59.4% | +10.2% | +39.3% |
| 5Y | +23.3% | +65.9% | -42.6% | -2.0% |
| 10Y | +147.0% | +238.6% | -91.6% | +57.2% |
| All | +753.8% | -7.4% | +761.2% | +346.0% |
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