+315.9%
AMKR vs EME
+15,487.0%
-15,171.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.7% | +2.7% |
| 7D | +8.9% | +2.7% | +6.1% | +7.1% |
| 30D | -2.7% | -6.8% | +4.1% | +2.0% |
| 3M | -27.5% | -8.8% | -18.6% | -21.6% |
| 6M | +19.4% | +5.0% | +14.4% | +19.8% |
| YTD | +30.7% | +23.5% | +7.2% | +19.7% |
| 1Y | +107.9% | +21.3% | +86.6% | +90.4% |
| 3Y | +136.1% | +241.1% | -104.9% | +14.1% |
| 5Y | +96.6% | +549.2% | -452.5% | -35.2% |
| 10Y | +535.0% | +1,306.4% | -771.4% | +29.0% |
| All | +315.9% | +15,487.0% | -15,171.0% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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