+192.5%
AMKR vs EL
+817.1%
-624.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.2% |
| 7D | +10.0% | +1.5% | +8.5% | +9.2% |
| 30D | -19.4% | +10.0% | -29.4% | -23.2% |
| 3M | -37.4% | +28.4% | -65.8% | -45.7% |
| 6M | -51.5% | +37.1% | -88.5% | -60.0% |
| YTD | -8.1% | +7.8% | -15.9% | -17.3% |
| 1Y | +13.8% | +26.0% | -12.2% | -5.4% |
| 3Y | +59.4% | +3.8% | +55.6% | +33.1% |
| 5Y | +65.9% | -65.2% | +131.0% | +136.9% |
| 10Y | +238.6% | +62.1% | +176.5% | +118.2% |
| All | +192.5% | +817.1% | -624.6% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling