-9.3%
MCD vs AMKR
+7.8%
-17.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.8% |
| 7D | -1.6% | +10.0% | -11.7% | -0.9% |
| 30D | +14.1% | -19.4% | +33.6% | +12.8% |
| 3M | +0.6% | -37.4% | +38.0% | -1.8% |
| 6M | 0.0% | -51.5% | +51.5% | -3.4% |
| YTD | -9.3% | -8.1% | -1.2% | -11.8% |
| 1Y | -9.3% | +13.8% | -23.1% | -10.8% |
| All | -9.3% | +7.8% | -17.1% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling