+286.9%
AMKR vs ED
+751.9%
-465.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.0% |
| 7D | 0.0% | -0.2% | +0.1% | 0.0% |
| 30D | -11.1% | -0.1% | -11.0% | -11.2% |
| 3M | -35.2% | +3.9% | -39.1% | -36.1% |
| 6M | +4.9% | -3.0% | +7.9% | +4.7% |
| YTD | +21.6% | +10.7% | +10.9% | +17.2% |
| 1Y | +98.0% | +13.3% | +84.7% | +88.8% |
| 3Y | +77.8% | +34.5% | +43.3% | +57.2% |
| 5Y | +79.9% | +67.1% | +12.7% | +46.6% |
| 10Y | +456.9% | +103.0% | +353.8% | +306.5% |
| All | +286.9% | +751.9% | -465.0% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling