+192.5%
AMKR vs ECL
+2,608.6%
-2,416.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -3.9% |
| 7D | +10.0% | +2.9% | +7.2% | +7.9% |
| 30D | -19.4% | +7.5% | -26.9% | -23.8% |
| 3M | -37.4% | +12.2% | -49.6% | -42.9% |
| 6M | -51.5% | +24.6% | -76.0% | -60.1% |
| YTD | -8.1% | +18.8% | -26.8% | -21.5% |
| 1Y | +13.8% | +19.3% | -5.5% | -3.4% |
| 3Y | +59.4% | +78.2% | -18.8% | -1.8% |
| 5Y | +65.9% | +38.8% | +27.1% | +20.8% |
| 10Y | +238.6% | +197.8% | +40.7% | +39.4% |
| All | +192.5% | +2,608.6% | -2,416.1% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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