+140.8%
IEMG vs AMKR
+547.1%
-406.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.2% | +0.3% |
| 7D | -1.3% | +8.3% | -9.6% | -3.0% |
| 30D | +1.9% | -6.8% | +8.7% | +3.0% |
| 3M | +1.4% | -31.9% | +33.4% | +7.6% |
| 6M | +15.2% | +18.4% | -3.2% | +8.0% |
| YTD | +23.8% | +31.7% | -7.8% | +12.5% |
| 1Y | +30.7% | +105.2% | -74.6% | +6.9% |
| 3Y | +83.3% | +147.7% | -64.5% | +37.4% |
| 5Y | +48.8% | +99.4% | -50.6% | +12.0% |
| All | +140.8% | +547.1% | -406.3% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMKR.
Daily Out/Under-Performance
Portfolio return minus AMKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMKR 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 AMKR 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