+142.5%
XLC vs AMKR
+472.3%
-329.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.5% |
| 7D | -0.8% | 0.0% | -0.8% | -0.9% |
| 30D | +1.0% | -11.1% | +12.2% | +2.6% |
| 3M | -0.7% | -35.2% | +34.5% | +4.1% |
| 6M | -5.1% | +4.9% | -10.0% | -10.7% |
| YTD | -4.3% | +21.6% | -25.9% | -13.6% |
| 1Y | -0.6% | +98.0% | -98.6% | -20.3% |
| 3Y | +72.7% | +77.8% | -5.1% | +33.9% |
| 5Y | +38.0% | +79.9% | -41.9% | +2.7% |
| All | +142.5% | +472.3% | -329.9% | +21.0% |
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 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