+310.8%
AMKR vs CAG
+87.9%
+222.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +6.5% |
| 7D | +11.1% | -5.3% | +16.4% | +12.5% |
| 30D | -8.1% | +1.0% | -9.1% | -8.5% |
| 3M | -25.6% | +17.4% | -43.0% | -29.5% |
| 6M | +22.5% | -16.8% | +39.3% | +26.6% |
| YTD | +29.1% | -6.8% | +35.9% | +28.5% |
| 1Y | +105.7% | -15.4% | +121.1% | +109.6% |
| 3Y | +133.2% | -37.1% | +170.3% | +152.9% |
| 5Y | +98.5% | -41.3% | +139.8% | +115.8% |
| 10Y | +490.6% | -35.5% | +526.1% | +495.5% |
| All | +310.8% | +87.9% | +222.9% | +216.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling