+120.7%
AMKR vs CART
+21.6%
+99.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.0% | +1.9% |
| 7D | 0.0% | +1.0% | -1.1% | -0.2% |
| 30D | -11.1% | +12.6% | -23.8% | -12.8% |
| 3M | -35.2% | +23.1% | -58.3% | -37.6% |
| 6M | +4.9% | +39.5% | -34.7% | -1.9% |
| YTD | +21.6% | +13.5% | +8.1% | +18.7% |
| 1Y | +98.0% | +14.9% | +83.2% | +91.4% |
| All | +120.7% | +21.6% | +99.1% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling