+44.7%
MS vs AMKR
+106.9%
-62.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.6% |
| 7D | +1.7% | +8.9% | -7.2% | +0.4% |
| 30D | 0.0% | -2.7% | +2.7% | +0.1% |
| 3M | +3.0% | -27.5% | +30.4% | +5.9% |
| 6M | +35.7% | +19.4% | +16.3% | +26.3% |
| YTD | +23.3% | +30.7% | -7.4% | +12.5% |
| 1Y | +44.7% | +107.9% | -63.2% | +24.7% |
| All | +44.7% | +106.9% | -62.2% | +24.7% |
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