+528.2%
AMKR vs EFX
+42.6%
+485.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.9% | +4.2% |
| 7D | +8.3% | -4.5% | +12.8% | +10.3% |
| 30D | -6.8% | -6.1% | -0.7% | -5.2% |
| 3M | -31.9% | +6.2% | -38.2% | -37.2% |
| 6M | +18.4% | -11.2% | +29.6% | +17.9% |
| YTD | +31.7% | -21.4% | +53.1% | +38.3% |
| 1Y | +105.2% | -34.3% | +139.6% | +136.2% |
| 3Y | +147.7% | -12.5% | +160.3% | +137.8% |
| 5Y | +99.4% | -35.6% | +134.9% | +120.2% |
| All | +528.2% | +42.6% | +485.6% | +377.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling