+763.1%
PM vs AMKR
+353.0%
+410.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.7% | -2.1% |
| 7D | -4.9% | 0.0% | -4.8% | -4.9% |
| 30D | -3.4% | -11.1% | +7.8% | -2.6% |
| 3M | +5.2% | -35.2% | +40.3% | +7.5% |
| 6M | +3.7% | +4.9% | -1.2% | +0.5% |
| YTD | +15.8% | +21.6% | -5.8% | +9.9% |
| 1Y | +17.4% | +98.0% | -80.7% | +5.2% |
| 3Y | +116.9% | +77.8% | +39.1% | +90.3% |
| 5Y | +117.3% | +79.9% | +37.4% | +85.8% |
| 10Y | +193.8% | +456.9% | -263.1% | +104.5% |
| All | +763.1% | +353.0% | +410.1% | +428.5% |
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