+4.0%
PEP vs AMKR
+76.5%
-72.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.5% | -10.3% | +0.5% |
| 7D | +1.1% | +6.8% | -5.8% | +1.3% |
| 30D | +13.6% | -20.8% | +34.4% | +13.3% |
| 3M | +5.1% | -29.7% | +34.8% | +4.7% |
| 6M | -1.6% | -50.2% | +48.6% | -2.1% |
| YTD | +3.3% | -3.0% | +6.4% | +1.6% |
| 1Y | +3.2% | +12.0% | -8.7% | +1.1% |
| 3Y | -3.9% | +67.0% | -70.9% | -9.3% |
| 5Y | +4.0% | +76.5% | -72.5% | -5.0% |
| All | +4.0% | +76.5% | -72.5% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling