+476.8%
AMKR vs CBRE
+2,234.5%
-1,757.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | 0.0% | -2.0% | +1.9% | +0.7% |
| 30D | -11.1% | -2.2% | -9.0% | -10.8% |
| 3M | -35.2% | +12.9% | -48.1% | -39.6% |
| 6M | +4.9% | +4.3% | +0.6% | +0.9% |
| YTD | +21.6% | -8.0% | +29.6% | +22.3% |
| 1Y | +98.0% | -8.6% | +106.6% | +99.0% |
| 3Y | +77.8% | +71.9% | +6.0% | +37.1% |
| 5Y | +79.9% | +50.0% | +29.9% | +47.0% |
| 10Y | +456.9% | +390.1% | +66.8% | +184.8% |
| All | +476.8% | +2,234.5% | -1,757.6% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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