+543.1%
NEM vs AMKR
+347.4%
+195.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +1.2% |
| 7D | +3.1% | +8.9% | -5.8% | +2.6% |
| 30D | +10.0% | -2.7% | +12.7% | +10.0% |
| 3M | +30.9% | -27.5% | +58.3% | +32.5% |
| 6M | +10.5% | +19.4% | -8.9% | +8.9% |
| YTD | +29.7% | +30.7% | -1.0% | +27.1% |
| 1Y | +71.1% | +107.9% | -36.8% | +63.6% |
| 3Y | +252.1% | +136.1% | +116.0% | +231.6% |
| 5Y | +157.7% | +96.6% | +61.1% | +142.3% |
| 10Y | +319.4% | +535.0% | -215.6% | +265.1% |
| All | +543.1% | +347.4% | +195.7% | +522.6% |
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