+411.2%
XLF vs AMKR
+583.6%
-172.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.2% |
| 7D | -2.9% | +5.5% | -8.4% | -3.8% |
| 30D | -1.6% | -8.6% | +7.0% | -0.6% |
| 3M | +9.3% | -28.7% | +38.0% | +12.7% |
| 6M | +14.6% | +13.3% | +1.3% | +8.0% |
| YTD | +4.7% | +26.1% | -21.3% | -3.9% |
| 1Y | +8.6% | +101.2% | -92.6% | -8.9% |
| 3Y | +73.9% | +127.7% | -53.9% | +37.6% |
| 5Y | +65.0% | +90.9% | -25.8% | +30.6% |
| 10Y | +250.4% | +512.5% | -262.1% | +111.3% |
| All | +411.2% | +583.6% | -172.4% | +110.0% |
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