+105.7%
AMKR vs CART
+5.2%
+100.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -6.0% | +12.2% | +5.5% |
| 7D | +11.1% | -4.1% | +15.2% | +10.6% |
| 30D | -8.1% | -4.3% | -3.7% | -8.4% |
| 3M | -25.6% | +13.1% | -38.7% | -24.8% |
| 6M | +22.5% | +26.0% | -3.5% | +25.3% |
| YTD | +29.1% | +6.7% | +22.4% | +38.7% |
| 1Y | +105.7% | +6.3% | +99.4% | +120.4% |
| All | +105.7% | +5.2% | +100.5% | +120.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling