-19.5%
SAP vs AMKR
+103.7%
-123.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -0.8% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +9.0% | -11.1% | +20.2% | +8.6% |
| 3M | +14.9% | -35.2% | +50.1% | +13.9% |
| 6M | +11.9% | +4.9% | +7.0% | +5.7% |
| YTD | -9.9% | +21.6% | -31.5% | -17.4% |
| 1Y | -19.5% | +98.0% | -117.6% | -33.7% |
| All | -19.5% | +103.7% | -123.2% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling