+528.2%
AMKR vs VCLT
+17.1%
+511.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +8.3% | -1.4% | +9.6% | +9.4% |
| 30D | -6.8% | -1.2% | -5.6% | -6.0% |
| 3M | -31.9% | -4.8% | -27.2% | -29.5% |
| 6M | +18.4% | -2.6% | +20.9% | +21.1% |
| YTD | +31.7% | -3.3% | +35.0% | +35.5% |
| 1Y | +105.2% | -4.8% | +110.1% | +113.3% |
| 3Y | +147.7% | +11.5% | +136.2% | +131.9% |
| 5Y | +99.4% | -17.0% | +116.3% | +121.2% |
| All | +528.2% | +17.1% | +511.1% | +555.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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