+1,069.8%
MS vs AMKR
+316.3%
+753.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.2% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -0.3% | -11.1% | +10.9% | +2.2% |
| 3M | +0.3% | -35.2% | +35.5% | +8.4% |
| 6M | +31.3% | +4.9% | +26.5% | +23.3% |
| YTD | +24.7% | +21.6% | +3.1% | +11.4% |
| 1Y | +47.9% | +98.0% | -50.1% | +14.6% |
| 3Y | +178.3% | +77.8% | +100.5% | +110.8% |
| 5Y | +144.9% | +79.9% | +65.0% | +77.7% |
| 10Y | +804.5% | +456.9% | +347.7% | +335.8% |
| All | +1,069.8% | +316.3% | +753.6% | +231.3% |
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