+617.0%
SAP vs AMKR
+316.3%
+300.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.2% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +9.0% | -11.1% | +20.2% | +11.1% |
| 3M | +14.9% | -35.2% | +50.1% | +20.5% |
| 6M | +11.9% | +4.9% | +7.0% | +4.4% |
| YTD | -9.9% | +21.6% | -31.5% | -19.5% |
| 1Y | -19.5% | +98.0% | -117.6% | -36.0% |
| 3Y | +61.8% | +77.8% | -16.0% | +25.7% |
| 5Y | +56.2% | +79.9% | -23.7% | +17.6% |
| 10Y | +180.6% | +456.9% | -276.3% | +48.0% |
| All | +617.0% | +316.3% | +300.8% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling