-0.3%
PEP vs AMKR
+96.6%
-96.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | -0.3% |
| 7D | -1.4% | +5.5% | -6.9% | -0.9% |
| 30D | -0.2% | -8.6% | +8.4% | -0.8% |
| 3M | -4.3% | -28.7% | +24.4% | -6.2% |
| 6M | -13.2% | +13.3% | -26.5% | -12.5% |
| YTD | -1.9% | +26.1% | -28.0% | +0.2% |
| 1Y | -0.3% | +101.2% | -101.5% | +7.9% |
| All | -0.3% | +96.6% | -96.9% | +7.9% |
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