+1.9%
AMKR vs ED
+27.1%
-25.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.0% | -8.2% | 0.0% |
| 7D | -15.5% | +5.4% | -20.9% | -7.0% |
| 30D | -34.7% | +16.4% | -51.1% | -14.2% |
| 3M | -36.1% | +11.9% | -47.9% | -21.8% |
| 6M | -49.6% | +11.6% | -61.2% | -36.6% |
| YTD | -9.2% | +24.1% | -33.3% | +43.0% |
| 1Y | +1.9% | +26.9% | -25.0% | +70.4% |
| All | +1.9% | +27.1% | -25.2% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling