-27.5%
ON vs AMKR
+133.4%
-160.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.8% |
| 7D | -1.9% | +8.9% | -10.7% | -6.8% |
| 30D | -11.0% | -2.7% | -8.3% | -10.7% |
| 3M | -39.3% | -27.5% | -11.9% | -29.6% |
| 6M | +19.8% | +19.4% | +0.4% | +2.0% |
| YTD | +31.1% | +30.7% | +0.4% | +1.7% |
| 1Y | +46.0% | +107.9% | -61.9% | -19.0% |
| All | -27.5% | +133.4% | -160.9% | -73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling