+19.4%
MCD vs AMKR
+101.8%
-82.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.2% | -0.9% |
| 7D | -2.9% | +8.9% | -11.7% | -2.9% |
| 30D | -6.7% | -2.7% | -4.0% | -6.7% |
| 3M | -9.6% | -27.5% | +17.9% | -9.5% |
| 6M | -22.3% | +19.4% | -41.7% | -23.7% |
| YTD | -15.4% | +30.7% | -46.1% | -17.5% |
| 1Y | -16.8% | +107.9% | -124.7% | -20.8% |
| 3Y | -2.4% | +136.1% | -138.5% | -10.6% |
| 5Y | +19.4% | +96.6% | -77.3% | +8.8% |
| All | +19.4% | +101.8% | -82.5% | +8.8% |
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 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