+91.1%
AMKR vs ELAN
-30.9%
+122.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.1% | +3.9% |
| 7D | +8.3% | -5.4% | +13.7% | +10.5% |
| 30D | -6.8% | +4.7% | -11.5% | -8.7% |
| 3M | -31.9% | -3.7% | -28.3% | -32.0% |
| 6M | +18.4% | -1.2% | +19.6% | +16.7% |
| YTD | +31.7% | +2.4% | +29.3% | +28.5% |
| 1Y | +105.2% | +23.4% | +81.9% | +86.6% |
| 3Y | +147.7% | +96.7% | +51.1% | +73.9% |
| All | +91.1% | -30.9% | +122.0% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 5y: compounded portfolio wealth divided by compounded ELAN 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…
5y analysis · Full analysis span regression · 6 months rolling