+90.9%
AMKR vs VFC
-79.4%
+170.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -2.0% | -3.0% |
| 7D | +5.5% | -3.3% | +8.8% | +6.6% |
| 30D | -8.6% | -14.0% | +5.4% | -4.2% |
| 3M | -28.7% | -22.6% | -6.2% | -23.9% |
| 6M | +13.3% | -24.7% | +38.0% | +21.8% |
| YTD | +26.1% | -29.0% | +55.0% | +37.8% |
| 1Y | +101.2% | -13.8% | +115.0% | +105.8% |
| 3Y | +127.7% | -28.2% | +156.0% | +121.1% |
| 5Y | +90.9% | -79.0% | +169.9% | +275.5% |
| All | +90.9% | -79.4% | +170.3% | +275.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling