+91.1%
AMKR vs CBOE
+136.7%
-45.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.7% | +4.0% |
| 7D | +8.3% | -5.8% | +14.1% | +7.0% |
| 30D | -6.8% | -3.1% | -3.6% | -7.3% |
| 3M | -31.9% | -4.8% | -27.2% | -32.0% |
| 6M | +18.4% | -0.6% | +18.9% | +19.8% |
| YTD | +31.7% | +12.8% | +18.9% | +35.4% |
| 1Y | +105.2% | +19.8% | +85.5% | +112.5% |
| 3Y | +147.7% | +86.9% | +60.8% | +132.6% |
| All | +91.1% | +136.7% | -45.6% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling