+105.2%
AMKR vs CAI
-26.7%
+132.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +4.3% |
| 7D | +8.3% | -2.9% | +11.2% | +8.7% |
| 30D | -6.8% | +9.3% | -16.1% | -8.0% |
| 3M | -31.9% | +35.2% | -67.2% | -35.4% |
| 6M | +18.4% | +30.7% | -12.4% | +11.2% |
| YTD | +31.7% | -9.8% | +41.5% | +34.6% |
| 1Y | +105.2% | -28.9% | +134.1% | +120.2% |
| All | +105.2% | -26.7% | +132.0% | +120.2% |
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