+159.8%
XLB vs AMKR
+547.1%
-387.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.1% | -0.5% |
| 7D | -2.8% | +8.3% | -11.1% | -4.4% |
| 30D | -3.1% | -6.8% | +3.7% | -2.3% |
| 3M | -0.2% | -31.9% | +31.8% | +4.6% |
| 6M | +3.1% | +18.4% | -15.3% | -5.0% |
| YTD | +13.3% | +31.7% | -18.4% | +0.9% |
| 1Y | +12.0% | +105.2% | -93.2% | -10.8% |
| 3Y | +31.4% | +147.7% | -116.3% | -5.0% |
| 5Y | +33.9% | +99.4% | -65.4% | -2.6% |
| All | +159.8% | +547.1% | -387.3% | +25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling