+528.2%
AMKR vs VMC
+156.6%
+371.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.6% | +3.9% |
| 7D | +8.3% | -3.8% | +12.1% | +10.8% |
| 30D | -6.8% | -9.7% | +2.9% | -0.7% |
| 3M | -31.9% | -9.6% | -22.3% | -28.8% |
| 6M | +18.4% | -4.8% | +23.2% | +19.8% |
| YTD | +31.7% | -10.9% | +42.5% | +38.2% |
| 1Y | +105.2% | -15.6% | +120.8% | +123.1% |
| 3Y | +147.7% | +19.3% | +128.4% | +110.8% |
| 5Y | +99.4% | +48.0% | +51.3% | +46.6% |
| All | +528.2% | +156.6% | +371.6% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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