+3.7%
PEP vs AMKR
+0.7%
+3.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.2% | +9.0% | +3.3% |
| 7D | +7.4% | -15.5% | +22.9% | +5.9% |
| 30D | +13.3% | -34.7% | +48.1% | +9.6% |
| 3M | +3.5% | -36.1% | +39.5% | +0.2% |
| 6M | -5.9% | -49.6% | +43.7% | -9.8% |
| YTD | +2.3% | -9.2% | +11.5% | -0.3% |
| 1Y | +3.7% | +1.9% | +1.8% | +2.3% |
| All | +3.7% | +0.7% | +3.0% | +2.3% |
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 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