+286.9%
AMKR vs ECL
+2,339.5%
-2,052.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | 0.0% | -2.6% | +2.6% | +1.9% |
| 30D | -11.1% | -2.2% | -9.0% | -10.2% |
| 3M | -35.2% | +10.1% | -45.3% | -41.3% |
| 6M | +4.9% | -5.7% | +10.6% | +6.5% |
| YTD | +21.6% | +7.0% | +14.6% | +12.5% |
| 1Y | +98.0% | +2.7% | +95.4% | +87.5% |
| 3Y | +77.8% | +57.7% | +20.1% | +20.0% |
| 5Y | +79.9% | +31.1% | +48.7% | +36.4% |
| 10Y | +456.9% | +150.9% | +306.0% | +161.1% |
| All | +286.9% | +2,339.5% | -2,052.5% | -56.7% |
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