+1,567.7%
JPM vs AMKR
+342.0%
+1,225.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -2.6% |
| 7D | -0.4% | +11.1% | -11.5% | -2.4% |
| 30D | -1.1% | -8.1% | +6.9% | -0.1% |
| 3M | +14.1% | -25.6% | +39.7% | +17.6% |
| 6M | +23.3% | +22.5% | +0.8% | +13.8% |
| YTD | +11.3% | +29.1% | -17.8% | +0.7% |
| 1Y | +23.0% | +105.7% | -82.7% | +0.5% |
| 3Y | +162.6% | +133.2% | +29.3% | +101.0% |
| 5Y | +152.8% | +98.5% | +54.2% | +92.5% |
| 10Y | +583.6% | +490.6% | +93.0% | +285.1% |
| All | +1,567.7% | +342.0% | +1,225.7% | +503.4% |
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