+51.6%
AMKR vs CART
+38.4%
+13.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.6% | +7.1% | +7.6% |
| 7D | -16.9% | +3.0% | -19.9% | -17.1% |
| 30D | -37.2% | +28.6% | -65.8% | -39.2% |
| 3M | -39.3% | +29.1% | -68.4% | -41.6% |
| 6M | -57.4% | +44.7% | -102.1% | -60.0% |
| YTD | -16.5% | +29.2% | -45.7% | -19.9% |
| 1Y | -6.0% | +66.2% | -72.1% | -15.8% |
| 3Y | +46.2% | +112.8% | -66.7% | +20.1% |
| All | +51.6% | +38.4% | +13.3% | +24.9% |
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 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