+192.5%
AMKR vs CCEP
+970.3%
-777.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.2% |
| 7D | +10.0% | +2.1% | +7.9% | +9.2% |
| 30D | -19.4% | +10.6% | -30.0% | -23.0% |
| 3M | -37.4% | +10.3% | -47.7% | -40.4% |
| 6M | -51.5% | +31.1% | -82.5% | -57.4% |
| YTD | -8.1% | +32.1% | -40.2% | -19.8% |
| 1Y | +13.8% | +32.8% | -19.0% | -0.9% |
| 3Y | +59.4% | +111.3% | -51.9% | +13.3% |
| 5Y | +65.9% | +147.5% | -81.7% | +10.6% |
| 10Y | +238.6% | +338.1% | -99.5% | +77.6% |
| All | +192.5% | +970.3% | -777.9% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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