+1,024.7%
XLE vs AMKR
+559.3%
+465.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.6% | -1.1% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +11.8% | -11.1% | +22.9% | +13.1% |
| 3M | +9.8% | -35.2% | +45.0% | +13.8% |
| 6M | +15.6% | +4.9% | +10.7% | +11.2% |
| YTD | +45.3% | +21.6% | +23.7% | +36.2% |
| 1Y | +48.3% | +98.0% | -49.7% | +29.2% |
| 3Y | +55.4% | +77.8% | -22.4% | +33.3% |
| 5Y | +216.1% | +79.9% | +136.2% | +164.4% |
| 10Y | +178.4% | +456.9% | -278.5% | +92.2% |
| All | +1,024.7% | +559.3% | +465.4% | +524.2% |
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