+56.8%
SAP vs AMKR
+93.2%
-36.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.9% | -2.5% |
| 7D | -0.3% | +11.1% | -11.4% | -1.8% |
| 30D | +2.6% | -8.1% | +10.6% | +3.4% |
| 3M | +16.3% | -25.6% | +41.8% | +17.7% |
| 6M | +6.4% | +22.5% | -16.1% | -4.5% |
| YTD | -11.4% | +29.1% | -40.5% | -22.6% |
| 1Y | -20.4% | +105.7% | -126.1% | -38.7% |
| 3Y | +56.5% | +133.2% | -76.7% | +8.6% |
| 5Y | +56.8% | +98.5% | -41.7% | +5.5% |
| All | +56.8% | +93.2% | -36.4% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling