+48.8%
PFE vs AMKR
+236.0%
-187.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.4% |
| 7D | -1.7% | +10.0% | -11.7% | -2.3% |
| 30D | +0.3% | -19.4% | +19.8% | +1.3% |
| 3M | +9.4% | -37.4% | +46.7% | +11.8% |
| 6M | +14.9% | -51.5% | +66.3% | +18.3% |
| YTD | +23.8% | -8.1% | +31.9% | +20.6% |
| 1Y | +19.5% | +13.8% | +5.7% | +14.4% |
| 3Y | +21.0% | +59.4% | -38.4% | +9.9% |
| 5Y | -23.9% | +65.9% | -89.7% | -32.5% |
| All | +48.8% | +236.0% | -187.2% | +13.8% |
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