+91.3%
PEP vs AMKR
+245.4%
-154.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.1% |
| 7D | -0.3% | +21.7% | -22.1% | -1.1% |
| 30D | +11.8% | -22.0% | +33.8% | +12.6% |
| 3M | +3.7% | -33.1% | +36.8% | +5.0% |
| 6M | -4.3% | -49.3% | +45.0% | -2.6% |
| YTD | +2.1% | -5.5% | +7.7% | -0.9% |
| 1Y | +2.5% | +8.4% | -5.9% | -1.6% |
| 3Y | -5.0% | +62.7% | -67.7% | -14.2% |
| 5Y | +2.9% | +70.5% | -67.6% | -9.7% |
| All | +91.3% | +245.4% | -154.1% | +41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling