+105.2%
AMKR vs ED
+13.4%
+91.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.0% |
| 7D | +8.3% | -0.8% | +9.1% | +6.7% |
| 30D | -6.8% | -0.4% | -6.4% | -7.2% |
| 3M | -31.9% | +0.5% | -32.4% | -30.2% |
| 6M | +18.4% | -3.1% | +21.5% | +16.2% |
| YTD | +31.7% | +9.8% | +21.8% | +66.4% |
| 1Y | +105.2% | +12.6% | +92.7% | +177.4% |
| All | +105.2% | +13.4% | +91.8% | +177.4% |
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