+71.5%
AMKR vs CART
+39.2%
+32.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | +21.7% | +1.2% | +20.6% | +21.6% |
| 30D | -22.0% | +17.8% | -39.8% | -23.6% |
| 3M | -33.1% | +20.7% | -53.8% | -34.9% |
| 6M | -49.3% | +49.7% | -99.0% | -52.7% |
| YTD | -5.5% | +30.0% | -35.5% | -9.5% |
| 1Y | +8.4% | +48.4% | -40.0% | +0.2% |
| 3Y | +62.7% | +132.0% | -69.3% | +32.7% |
| All | +71.5% | +39.2% | +32.3% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling