-1.5%
MCD vs AMKR
+130.1%
-131.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.1% | +0.3% |
| 7D | -2.0% | +11.1% | -13.1% | -1.7% |
| 30D | -6.1% | -8.1% | +1.9% | -6.3% |
| 3M | -7.3% | -25.6% | +18.3% | -7.9% |
| 6M | -20.9% | +22.5% | -43.4% | -21.2% |
| YTD | -14.7% | +29.1% | -43.8% | -14.9% |
| 1Y | -16.1% | +105.7% | -121.8% | -16.3% |
| 3Y | -1.5% | +133.2% | -134.7% | -7.4% |
| All | -1.5% | +130.1% | -131.6% | -7.4% |
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 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