+478.9%
MDT vs AMKR
+342.0%
+136.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.2% | -8.1% | -2.4% |
| 7D | +0.4% | +11.1% | -10.7% | -0.5% |
| 30D | +6.0% | -8.1% | +14.1% | +6.4% |
| 3M | +15.5% | -25.6% | +41.1% | +16.6% |
| 6M | +3.4% | +22.5% | -19.1% | -0.4% |
| YTD | -2.2% | +29.1% | -31.3% | -6.6% |
| 1Y | +2.6% | +105.7% | -103.1% | -6.2% |
| 3Y | +27.5% | +133.2% | -105.7% | +13.1% |
| 5Y | -20.1% | +98.5% | -118.6% | -29.4% |
| 10Y | +39.1% | +490.6% | -451.6% | +8.3% |
| All | +478.9% | +342.0% | +136.9% | +278.8% |
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