+1.9%
AMKR vs EFX
-7.5%
+9.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.4% | -7.6% | -4.2% |
| 7D | -15.5% | +9.2% | -24.7% | -12.2% |
| 30D | -34.7% | +34.8% | -69.5% | -26.1% |
| 3M | -36.1% | +8.8% | -44.9% | -33.0% |
| 6M | -49.6% | +12.3% | -61.9% | -45.7% |
| YTD | -9.2% | -10.6% | +1.4% | +3.0% |
| 1Y | +1.9% | -6.7% | +8.6% | +13.2% |
| All | +1.9% | -7.5% | +9.4% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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