+494.0%
AMKR vs ELF
+303.8%
+190.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +4.1% |
| 7D | +8.3% | -11.6% | +19.9% | +11.6% |
| 30D | -6.8% | +4.6% | -11.4% | -8.3% |
| 3M | -31.9% | +59.7% | -91.6% | -40.4% |
| 6M | +18.4% | +21.2% | -2.9% | +10.3% |
| YTD | +31.7% | +27.4% | +4.2% | +19.4% |
| 1Y | +105.2% | -29.8% | +135.1% | +112.6% |
| 3Y | +147.7% | -28.5% | +176.2% | +130.1% |
| 5Y | +99.4% | +220.0% | -120.7% | +13.3% |
| All | +494.0% | +303.8% | +190.3% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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