+64.3%
XLF vs AMKR
+96.3%
-32.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.8% | +0.1% |
| 7D | -1.5% | +8.3% | -9.8% | -2.5% |
| 30D | -1.2% | -6.8% | +5.6% | -0.6% |
| 3M | +9.2% | -31.9% | +41.1% | +12.7% |
| 6M | +16.3% | +18.4% | -2.0% | +8.6% |
| YTD | +5.4% | +31.7% | -26.2% | -4.2% |
| 1Y | +7.6% | +105.2% | -97.6% | -10.8% |
| 3Y | +74.2% | +147.7% | -73.5% | +29.9% |
| All | +64.3% | +96.3% | -32.1% | +23.9% |
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 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