+145.9%
AMKR vs ELF
-27.2%
+173.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +2.1% |
| 7D | +8.9% | -6.8% | +15.6% | +10.3% |
| 30D | -2.7% | +5.1% | -7.8% | -4.1% |
| 3M | -27.5% | +79.8% | -107.2% | -36.5% |
| 6M | +19.4% | +29.7% | -10.3% | +11.2% |
| YTD | +30.7% | +31.6% | -0.9% | +19.9% |
| 1Y | +107.9% | -27.9% | +135.8% | +113.8% |
| All | +145.9% | -27.2% | +173.1% | +131.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling