-14.4%
SMR vs AMKR
+143.0%
-157.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +4.4% | -20.1% | -17.8% |
| 7D | -11.2% | +8.3% | -19.5% | -14.7% |
| 30D | -10.2% | -6.8% | -3.4% | -8.0% |
| 3M | -10.0% | -31.9% | +21.9% | +3.7% |
| 6M | -30.5% | +18.4% | -48.8% | -40.3% |
| YTD | -39.2% | +31.7% | -70.9% | -50.7% |
| 1Y | -75.5% | +105.2% | -180.8% | -84.0% |
| 3Y | +45.4% | +147.7% | -102.3% | -7.4% |
| All | -14.4% | +143.0% | -157.5% | -48.6% |
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