+6.5%
IYR vs AMKR
+96.3%
-89.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.7% | +0.3% |
| 7D | -1.4% | +8.3% | -9.7% | -2.2% |
| 30D | -2.7% | -6.8% | +4.1% | -2.2% |
| 3M | -2.1% | -31.9% | +29.8% | +0.5% |
| 6M | +3.6% | +18.4% | -14.8% | -2.1% |
| YTD | +8.1% | +31.7% | -23.5% | -0.4% |
| 1Y | +4.7% | +105.2% | -100.5% | -11.0% |
| 3Y | +29.1% | +147.7% | -118.6% | +0.2% |
| All | +6.5% | +96.3% | -89.8% | -19.2% |
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