+690.9%
IYR vs AMKR
+31.8%
+659.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -1.3% |
| 7D | -0.9% | +8.9% | -9.8% | -2.0% |
| 30D | -2.4% | -2.7% | +0.3% | -2.3% |
| 3M | -2.0% | -27.5% | +25.4% | +0.2% |
| 6M | +2.5% | +19.4% | -16.9% | -3.1% |
| YTD | +8.3% | +30.7% | -22.4% | +0.4% |
| 1Y | +6.5% | +107.9% | -101.5% | -8.4% |
| 3Y | +29.3% | +136.1% | -106.8% | +6.1% |
| 5Y | +5.7% | +96.6% | -90.9% | -13.3% |
| 10Y | +69.2% | +535.0% | -465.8% | +9.7% |
| All | +690.9% | +31.8% | +659.1% | +319.2% |
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 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