+528.2%
AMKR vs EFV
+169.9%
+358.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.4% | +2.8% |
| 7D | +8.3% | -0.8% | +9.1% | +9.6% |
| 30D | -6.8% | +0.6% | -7.4% | -7.8% |
| 3M | -31.9% | +7.5% | -39.5% | -38.9% |
| 6M | +18.4% | +13.0% | +5.3% | -0.3% |
| YTD | +31.7% | +18.3% | +13.4% | +3.9% |
| 1Y | +105.2% | +26.7% | +78.5% | +47.1% |
| 3Y | +147.7% | +89.6% | +58.2% | -0.6% |
| 5Y | +99.4% | +98.2% | +1.1% | -23.7% |
| All | +528.2% | +169.9% | +358.3% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling