+39.9%
SAP vs AMKR
-50.1%
+90.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | -0.4% |
| 7D | -3.9% | +21.7% | -25.6% | -0.7% |
| 30D | +6.5% | -22.0% | +28.5% | +3.1% |
| 3M | +14.7% | -33.1% | +47.8% | +8.7% |
| 6M | +39.9% | -49.3% | +89.2% | +26.5% |
| All | +39.9% | -50.1% | +90.0% | +26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling