+310.8%
AMKR vs VFC
+127.3%
+183.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.9% | +8.0% | +7.0% |
| 7D | +11.1% | +0.8% | +10.3% | +10.6% |
| 30D | -8.1% | -11.9% | +3.9% | -2.7% |
| 3M | -25.6% | -20.2% | -5.4% | -19.5% |
| 6M | +22.5% | -23.0% | +45.5% | +34.1% |
| YTD | +29.1% | -26.2% | +55.3% | +43.6% |
| 1Y | +105.7% | -13.3% | +119.0% | +110.0% |
| 3Y | +133.2% | -25.5% | +158.7% | +105.2% |
| 5Y | +98.5% | -78.1% | +176.6% | +227.3% |
| 10Y | +490.6% | -68.8% | +559.4% | +651.3% |
| All | +310.8% | +127.3% | +183.6% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VFC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling