+169.4%
XLV vs AMKR
+547.1%
-377.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -0.6% |
| 7D | -3.6% | +8.3% | -11.8% | -4.4% |
| 30D | -1.8% | -6.8% | +4.9% | -1.4% |
| 3M | +7.8% | -31.9% | +39.7% | +10.4% |
| 6M | +9.1% | +18.4% | -9.2% | +3.4% |
| YTD | +7.7% | +31.7% | -23.9% | 0.0% |
| 1Y | +20.4% | +105.2% | -84.8% | +4.5% |
| 3Y | +30.8% | +147.7% | -117.0% | +6.6% |
| 5Y | +34.6% | +99.4% | -64.7% | +9.4% |
| All | +169.4% | +547.1% | -377.7% | +62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling