+508.9%
XLP vs AMKR
+559.3%
-50.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.9% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -0.9% | -11.1% | +10.3% | -0.5% |
| 3M | +3.8% | -35.2% | +39.0% | +5.1% |
| 6M | -1.7% | +4.9% | -6.6% | -3.1% |
| YTD | +10.3% | +21.6% | -11.3% | +7.6% |
| 1Y | +7.8% | +98.0% | -90.2% | +2.3% |
| 3Y | +27.2% | +77.8% | -50.6% | +19.8% |
| 5Y | +32.5% | +79.9% | -47.4% | +23.4% |
| 10Y | +101.8% | +456.9% | -355.1% | +72.7% |
| All | +508.9% | +559.3% | -50.4% | +318.4% |
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