+528.2%
AMKR vs VICR
+1,679.8%
-1,151.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +11.2% | -6.7% | +0.4% |
| 7D | +8.3% | +5.0% | +3.3% | +6.2% |
| 30D | -6.8% | -12.5% | +5.7% | -2.2% |
| 3M | -31.9% | -33.6% | +1.7% | -20.9% |
| 6M | +18.4% | +10.7% | +7.7% | +13.7% |
| YTD | +31.7% | +80.6% | -48.9% | +6.9% |
| 1Y | +105.2% | +288.4% | -183.1% | +26.6% |
| 3Y | +147.7% | +213.8% | -66.0% | +48.2% |
| 5Y | +99.4% | +58.8% | +40.5% | +32.0% |
| All | +528.2% | +1,679.8% | -1,151.6% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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