+147.7%
AMKR vs VFC
-25.2%
+173.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.4% | +0.1% | +3.3% |
| 7D | +8.3% | -1.4% | +9.7% | +8.7% |
| 30D | -6.8% | -9.0% | +2.2% | -4.5% |
| 3M | -31.9% | -24.2% | -7.8% | -27.7% |
| 6M | +18.4% | -18.5% | +36.9% | +23.2% |
| YTD | +31.7% | -25.9% | +57.5% | +40.4% |
| 1Y | +105.2% | -13.0% | +118.2% | +109.2% |
| 3Y | +147.7% | -20.3% | +168.1% | +138.4% |
| All | +147.7% | -25.2% | +173.0% | +138.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling