+1.9%
AMKR vs CBOE
+39.5%
-37.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.3% | -5.5% | -5.1% |
| 7D | -15.5% | +7.7% | -23.3% | -12.4% |
| 30D | -34.7% | +24.4% | -59.1% | -27.8% |
| 3M | -36.1% | +20.0% | -56.1% | -30.0% |
| 6M | -49.6% | +2.4% | -52.0% | -46.5% |
| YTD | -9.2% | +38.5% | -47.8% | +20.2% |
| 1Y | +1.9% | +39.0% | -37.1% | +37.4% |
| All | +1.9% | +39.5% | -37.6% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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