+658.4%
PEP vs AMKR
+214.7%
+443.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +5.0% | +2.3% |
| 7D | +2.9% | +10.0% | -7.1% | +2.5% |
| 30D | +12.5% | -19.4% | +31.9% | +13.2% |
| 3M | +4.5% | -37.4% | +41.9% | +6.0% |
| 6M | -0.5% | -51.5% | +51.0% | +1.2% |
| YTD | +4.4% | -8.1% | +12.5% | +3.0% |
| 1Y | +4.4% | +13.8% | -9.5% | +1.9% |
| 3Y | -3.4% | +59.4% | -62.8% | -8.3% |
| 5Y | +5.2% | +65.9% | -60.7% | -1.4% |
| 10Y | +92.1% | +238.6% | -146.5% | +69.8% |
| All | +658.4% | +214.7% | +443.7% | +445.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling