+105.2%
AMKR vs CAG
-18.8%
+124.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.1% |
| 7D | +8.3% | -5.7% | +14.0% | +4.8% |
| 30D | -6.8% | -2.4% | -4.4% | -7.9% |
| 3M | -31.9% | +9.8% | -41.7% | -27.5% |
| 6M | +18.4% | -10.8% | +29.2% | +20.6% |
| YTD | +31.7% | -10.8% | +42.5% | +36.5% |
| 1Y | +105.2% | -19.0% | +124.2% | +111.2% |
| All | +105.2% | -18.8% | +124.0% | +111.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling