+105.2%
AMKR vs VMC
-14.0%
+119.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.6% | +4.1% |
| 7D | +8.3% | -3.8% | +12.1% | +9.8% |
| 30D | -6.8% | -9.7% | +2.9% | -3.0% |
| 3M | -31.9% | -9.6% | -22.3% | -30.8% |
| 6M | +18.4% | -4.8% | +23.2% | +16.2% |
| YTD | +31.7% | -10.9% | +42.5% | +28.7% |
| 1Y | +105.2% | -15.6% | +120.8% | +107.0% |
| All | +105.2% | -14.0% | +119.3% | +107.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling