+819.0%
SPYM vs AMKR
+873.1%
-54.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | -0.4% | +8.9% | -9.2% | -1.8% |
| 30D | -1.4% | -2.7% | +1.3% | -1.3% |
| 3M | +3.7% | -27.5% | +31.2% | +7.2% |
| 6M | +13.0% | +19.4% | -6.3% | +5.8% |
| YTD | +12.5% | +30.7% | -18.2% | +2.6% |
| 1Y | +18.6% | +107.9% | -89.3% | -1.4% |
| 3Y | +78.0% | +136.1% | -58.1% | +39.9% |
| 5Y | +82.3% | +96.6% | -14.3% | +43.6% |
| 10Y | +322.9% | +535.0% | -212.1% | +151.0% |
| All | +819.0% | +873.1% | -54.1% | +332.1% |
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