-4.3%
PEP vs AMKR
-50.1%
+45.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.5% |
| 7D | -0.3% | +21.7% | -22.1% | +2.5% |
| 30D | +11.8% | -22.0% | +33.8% | +8.7% |
| 3M | +3.7% | -33.1% | +36.8% | -0.7% |
| 6M | -4.3% | -49.3% | +45.0% | -11.3% |
| All | -4.3% | -50.1% | +45.8% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling