+33.4%
XLB vs AMKR
+88.0%
-54.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.7% |
| 7D | -3.5% | +5.5% | -9.1% | -4.4% |
| 30D | -4.7% | -8.6% | +4.0% | -3.7% |
| 3M | +2.7% | -28.7% | +31.4% | +5.9% |
| 6M | +2.6% | +13.3% | -10.7% | -4.0% |
| YTD | +12.8% | +26.1% | -13.2% | +2.3% |
| 1Y | +14.0% | +101.2% | -87.2% | -7.5% |
| 3Y | +31.5% | +127.7% | -96.3% | -3.2% |
| 5Y | +33.4% | +90.9% | -57.4% | -4.0% |
| All | +33.4% | +88.0% | -54.6% | -4.0% |
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