+1,455.7%
JNJ vs AMKR
+347.4%
+1,108.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.8% |
| 7D | -3.0% | +8.9% | -11.8% | -3.3% |
| 30D | +2.5% | -2.7% | +5.2% | +2.5% |
| 3M | +13.2% | -27.5% | +40.7% | +13.9% |
| 6M | +11.3% | +19.4% | -8.1% | +9.4% |
| YTD | +31.1% | +30.7% | +0.4% | +28.2% |
| 1Y | +54.3% | +107.9% | -53.6% | +47.7% |
| 3Y | +81.1% | +136.1% | -55.0% | +70.4% |
| 5Y | +82.7% | +96.6% | -13.9% | +71.4% |
| 10Y | +196.5% | +535.0% | -338.5% | +157.5% |
| All | +1,455.7% | +347.4% | +1,108.2% | +1,024.3% |
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