+310.8%
AMKR vs EL
+734.5%
-423.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.1% | +8.3% | +7.2% |
| 7D | +11.1% | +1.7% | +9.4% | +10.2% |
| 30D | -8.1% | +15.5% | -23.6% | -15.6% |
| 3M | -25.6% | +20.6% | -46.1% | -33.6% |
| 6M | +22.5% | +10.5% | +12.0% | +11.8% |
| YTD | +29.1% | -1.9% | +31.0% | +22.3% |
| 1Y | +105.7% | +16.1% | +89.6% | +77.6% |
| 3Y | +133.2% | -30.2% | +163.4% | +134.5% |
| 5Y | +98.5% | -67.4% | +165.9% | +193.1% |
| 10Y | +490.6% | +31.2% | +459.4% | +323.8% |
| All | +310.8% | +734.5% | -423.7% | +19.8% |
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