+13.8%
AMKR vs CART
+49.3%
-35.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.6% |
| 7D | +10.0% | +1.3% | +8.7% | +10.3% |
| 30D | -19.4% | +19.2% | -38.6% | -15.8% |
| 3M | -37.4% | +17.6% | -54.9% | -34.4% |
| 6M | -51.5% | +47.4% | -98.8% | -46.8% |
| YTD | -8.1% | +30.9% | -39.0% | +6.4% |
| 1Y | +13.8% | +46.0% | -32.2% | +34.9% |
| All | +13.8% | +49.3% | -35.5% | +34.9% |
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