+154.9%
AMKR vs CAI
-11.0%
+165.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.6% |
| 7D | +8.9% | -3.1% | +12.0% | +9.3% |
| 30D | -2.7% | +2.7% | -5.4% | -3.1% |
| 3M | -27.5% | +41.7% | -69.1% | -31.4% |
| 6M | +19.4% | +26.5% | -7.1% | +13.4% |
| YTD | +30.7% | -10.9% | +41.6% | +31.4% |
| 1Y | +107.9% | -29.2% | +137.1% | +113.6% |
| All | +154.9% | -11.0% | +165.9% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling