+95.6%
LLY vs AMKR
+130.1%
-34.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.4% | -2.4% |
| 7D | -3.1% | +11.1% | -14.2% | -3.4% |
| 30D | -5.1% | -8.1% | +3.0% | -5.0% |
| 3M | -2.1% | -25.6% | +23.5% | -1.7% |
| 6M | +13.8% | +22.5% | -8.6% | +8.4% |
| YTD | +5.1% | +29.1% | -24.0% | -1.3% |
| 1Y | +53.1% | +105.7% | -52.6% | +35.3% |
| 3Y | +95.6% | +133.2% | -37.6% | +66.5% |
| All | +95.6% | +130.1% | -34.5% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling