+528.2%
AMKR vs CAG
-36.2%
+564.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.5% |
| 7D | +8.3% | -5.7% | +14.0% | +9.0% |
| 30D | -6.8% | -2.4% | -4.4% | -6.6% |
| 3M | -31.9% | +9.8% | -41.7% | -33.3% |
| 6M | +18.4% | -10.8% | +29.2% | +20.0% |
| YTD | +31.7% | -10.8% | +42.5% | +32.8% |
| 1Y | +105.2% | -19.0% | +124.2% | +110.6% |
| 3Y | +147.7% | -39.7% | +187.4% | +165.7% |
| 5Y | +99.4% | -43.0% | +142.3% | +112.9% |
| All | +528.2% | -36.2% | +564.3% | +525.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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