+33.6%
XLY vs AMKR
+135.2%
-101.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +0.2% |
| 7D | -1.7% | +8.3% | -10.0% | -2.9% |
| 30D | -4.2% | -6.8% | +2.6% | -3.5% |
| 3M | -2.7% | -31.9% | +29.3% | +1.5% |
| 6M | -0.6% | +18.4% | -19.0% | -8.7% |
| YTD | -5.0% | +31.7% | -36.7% | -16.0% |
| 1Y | -4.1% | +105.2% | -109.3% | -25.1% |
| 3Y | +33.6% | +147.7% | -114.1% | -13.4% |
| All | +33.6% | +135.2% | -101.6% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling