+310.8%
AMKR vs VMC
+911.0%
-600.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +7.2% |
| 7D | +11.1% | -0.5% | +11.7% | +11.4% |
| 30D | -8.1% | -9.1% | +1.0% | -2.9% |
| 3M | -25.6% | -4.1% | -21.4% | -24.9% |
| 6M | +22.5% | -5.5% | +28.0% | +24.7% |
| YTD | +29.1% | -8.9% | +38.0% | +33.7% |
| 1Y | +105.7% | -12.9% | +118.6% | +118.8% |
| 3Y | +133.2% | +22.1% | +111.1% | +100.3% |
| 5Y | +98.5% | +52.7% | +45.8% | +49.4% |
| 10Y | +490.6% | +152.7% | +337.9% | +213.6% |
| All | +310.8% | +911.0% | -600.2% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling