+235.4%
SAP vs AMKR
+245.4%
-10.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.4% |
| 7D | -3.9% | +21.7% | -25.6% | -7.1% |
| 30D | +6.5% | -22.0% | +28.5% | +9.9% |
| 3M | +14.7% | -33.1% | +47.8% | +20.5% |
| 6M | +39.9% | -49.3% | +89.2% | +49.2% |
| YTD | -2.0% | -5.5% | +3.5% | -10.4% |
| 1Y | -6.0% | +8.4% | -14.4% | -17.2% |
| 3Y | +67.7% | +62.7% | +5.0% | +27.6% |
| 5Y | +78.8% | +70.5% | +8.3% | +29.8% |
| All | +235.4% | +245.4% | -10.0% | +80.8% |
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