+98.0%
AMKR vs CAI
-31.3%
+129.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | 0.0% | -2.2% | +2.1% | +0.3% |
| 30D | -11.1% | +52.4% | -63.5% | -17.2% |
| 3M | -35.2% | +45.1% | -80.3% | -39.1% |
| 6M | +4.9% | +26.2% | -21.4% | -0.1% |
| YTD | +21.6% | -7.1% | +28.7% | +23.8% |
| 1Y | +98.0% | -31.0% | +129.1% | +123.6% |
| All | +98.0% | -31.3% | +129.3% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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