+528.2%
AMKR vs VYM
+209.2%
+319.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.8% | +3.3% |
| 7D | +8.3% | -0.8% | +9.1% | +9.7% |
| 30D | -6.8% | -2.2% | -4.5% | -3.3% |
| 3M | -31.9% | +3.1% | -35.0% | -35.4% |
| 6M | +18.4% | +9.7% | +8.6% | +2.4% |
| YTD | +31.7% | +14.9% | +16.8% | +6.4% |
| 1Y | +105.2% | +17.6% | +87.7% | +61.2% |
| 3Y | +147.7% | +65.3% | +82.4% | +18.5% |
| 5Y | +99.4% | +78.7% | +20.6% | -12.8% |
| All | +528.2% | +209.2% | +319.0% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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