+186.9%
LQD vs AMKR
+1,119.4%
-932.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.9% |
| 7D | -1.1% | +5.5% | -6.6% | -1.1% |
| 30D | -1.1% | -8.6% | +7.5% | -1.1% |
| 3M | -2.3% | -28.7% | +26.4% | -2.2% |
| 6M | -2.9% | +13.3% | -16.2% | -3.1% |
| YTD | -2.3% | +26.1% | -28.4% | -2.7% |
| 1Y | -2.2% | +101.2% | -103.4% | -2.9% |
| 3Y | +14.0% | +127.7% | -113.7% | +12.9% |
| 5Y | -5.8% | +90.9% | -96.6% | -6.8% |
| 10Y | +22.2% | +512.5% | -490.3% | +20.5% |
| All | +186.9% | +1,119.4% | -932.5% | +183.8% |
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