+105.2%
AMKR vs ELF
-28.2%
+133.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +4.3% |
| 7D | +8.3% | -11.6% | +19.9% | +10.2% |
| 30D | -6.8% | +4.6% | -11.4% | -7.7% |
| 3M | -31.9% | +59.7% | -91.6% | -37.4% |
| 6M | +18.4% | +21.2% | -2.9% | +13.4% |
| YTD | +31.7% | +27.4% | +4.2% | +23.1% |
| 1Y | +105.2% | -29.8% | +135.1% | +118.6% |
| All | +105.2% | -28.2% | +133.5% | +118.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling