+83.3%
SPYM vs AMKR
+96.3%
-13.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.9% | -0.2% |
| 7D | -1.0% | +8.3% | -9.3% | -2.5% |
| 30D | -1.3% | -6.8% | +5.4% | -0.5% |
| 3M | +3.6% | -31.9% | +35.5% | +8.8% |
| 6M | +13.3% | +18.4% | -5.0% | +4.5% |
| YTD | +12.4% | +31.7% | -19.2% | 0.0% |
| 1Y | +17.3% | +105.2% | -88.0% | -7.3% |
| 3Y | +76.8% | +147.7% | -71.0% | +24.6% |
| All | +83.3% | +96.3% | -13.0% | +29.0% |
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