+528.2%
AMKR vs EL
+26.1%
+502.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.8% | +4.1% |
| 7D | +8.3% | -6.5% | +14.8% | +11.5% |
| 30D | -6.8% | +11.1% | -17.9% | -12.4% |
| 3M | -31.9% | +10.7% | -42.7% | -36.5% |
| 6M | +18.4% | +6.9% | +11.5% | +10.4% |
| YTD | +31.7% | -6.3% | +38.0% | +28.0% |
| 1Y | +105.2% | +13.5% | +91.8% | +79.5% |
| 3Y | +147.7% | -33.1% | +180.8% | +158.0% |
| 5Y | +99.4% | -68.8% | +168.1% | +231.4% |
| All | +528.2% | +26.1% | +502.0% | +424.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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