+67.5%
MA vs AMKR
+93.2%
-25.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -2.1% |
| 7D | -1.8% | +11.1% | -12.9% | -2.9% |
| 30D | +1.4% | -8.1% | +9.5% | +2.0% |
| 3M | +17.7% | -25.6% | +43.3% | +19.2% |
| 6M | +9.7% | +22.5% | -12.8% | +1.2% |
| YTD | +0.5% | +29.1% | -28.6% | -9.1% |
| 1Y | -2.1% | +105.7% | -107.8% | -20.1% |
| 3Y | +40.1% | +133.2% | -93.1% | +1.4% |
| 5Y | +67.5% | +98.5% | -31.0% | +17.1% |
| All | +67.5% | +93.2% | -25.7% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling