+121.5%
PFE vs AMKR
+316.3%
-194.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.4% |
| 7D | +1.8% | 0.0% | +1.8% | +1.7% |
| 30D | +10.2% | -11.1% | +21.4% | +10.9% |
| 3M | +12.7% | -35.2% | +47.9% | +14.7% |
| 6M | +10.5% | +4.9% | +5.7% | +8.5% |
| YTD | +20.2% | +21.6% | -1.4% | +16.4% |
| 1Y | +24.1% | +98.0% | -74.0% | +15.8% |
| 3Y | -3.6% | +77.8% | -81.4% | -10.9% |
| 5Y | -20.9% | +79.9% | -100.7% | -28.0% |
| 10Y | +35.8% | +456.9% | -421.0% | +9.6% |
| All | +121.5% | +316.3% | -194.7% | +46.7% |
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