+58.0%
SAP vs AMKR
+130.6%
-72.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.9% | -2.1% |
| 7D | -0.3% | +11.1% | -11.4% | -1.0% |
| 30D | +2.6% | -8.1% | +10.6% | +3.0% |
| 3M | +16.3% | -25.6% | +41.8% | +16.7% |
| 6M | +6.4% | +22.5% | -16.1% | -2.2% |
| YTD | -11.4% | +29.1% | -40.5% | -20.3% |
| 1Y | -20.4% | +105.7% | -126.1% | -35.2% |
| All | +58.0% | +130.6% | -72.6% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling