+703.6%
AMKR vs CBOE
+1,020.3%
-316.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +8.9% | -0.8% | +9.6% | +9.0% |
| 30D | -2.7% | +2.7% | -5.4% | -3.4% |
| 3M | -27.5% | +0.7% | -28.2% | -28.5% |
| 6M | +19.4% | -2.0% | +21.4% | +17.5% |
| YTD | +30.7% | +17.1% | +13.6% | +21.7% |
| 1Y | +107.9% | +26.5% | +81.4% | +88.4% |
| 3Y | +136.1% | +96.1% | +40.0% | +75.0% |
| 5Y | +96.6% | +149.3% | -52.7% | +30.2% |
| 10Y | +535.0% | +386.5% | +148.5% | +219.3% |
| All | +703.6% | +1,020.3% | -316.7% | +156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling