+552.8%
XLP vs AMKR
+353.0%
+199.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.6% | -8.9% | -1.6% |
| 7D | +0.7% | -16.9% | +17.6% | +1.5% |
| 30D | +10.3% | -37.2% | +47.5% | +12.3% |
| 3M | +6.5% | -39.3% | +45.8% | +8.5% |
| 6M | +8.4% | -57.4% | +65.8% | +11.3% |
| YTD | +18.2% | -16.5% | +34.7% | +16.9% |
| 1Y | +22.4% | -6.0% | +28.4% | +20.2% |
| 3Y | +41.9% | +46.2% | -4.3% | +34.3% |
| 5Y | +40.9% | +49.3% | -8.5% | +31.8% |
| 10Y | +128.4% | +239.3% | -110.9% | +99.2% |
| All | +552.8% | +353.0% | +199.8% | +354.6% |
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