+590.9%
JPM vs AMKR
+547.1%
+43.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.7% | -0.1% |
| 7D | -0.7% | +8.3% | -9.0% | -2.3% |
| 30D | -2.5% | -6.8% | +4.3% | -1.6% |
| 3M | +14.1% | -31.9% | +46.1% | +20.0% |
| 6M | +25.1% | +18.4% | +6.7% | +14.8% |
| YTD | +12.1% | +31.7% | -19.5% | -0.7% |
| 1Y | +18.8% | +105.2% | -86.4% | -6.2% |
| 3Y | +163.4% | +147.7% | +15.7% | +87.6% |
| 5Y | +156.5% | +99.4% | +57.2% | +83.2% |
| All | +590.9% | +547.1% | +43.7% | +222.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling