+820.5%
XLB vs AMKR
+559.3%
+261.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.6% |
| 7D | -1.4% | 0.0% | -1.3% | -1.4% |
| 30D | -0.4% | -11.1% | +10.8% | +0.9% |
| 3M | +2.0% | -35.2% | +37.1% | +6.1% |
| 6M | +1.8% | +4.9% | -3.0% | -1.8% |
| YTD | +16.6% | +21.6% | -5.0% | +9.4% |
| 1Y | +16.9% | +98.0% | -81.1% | +1.5% |
| 3Y | +32.6% | +77.8% | -45.3% | +13.4% |
| 5Y | +35.6% | +79.9% | -44.2% | +13.5% |
| 10Y | +160.0% | +456.9% | -296.9% | +75.9% |
| All | +820.5% | +559.3% | +261.2% | +396.8% |
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