+456.3%
AMKR vs CCI
+1,121.9%
-665.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.2% |
| 7D | +10.0% | +2.5% | +7.5% | +9.0% |
| 30D | -19.4% | +14.4% | -33.9% | -23.6% |
| 3M | -37.4% | +21.7% | -59.0% | -42.4% |
| 6M | -51.5% | +4.0% | -55.5% | -53.7% |
| YTD | -8.1% | +6.2% | -14.3% | -14.1% |
| 1Y | +13.8% | +5.4% | +8.4% | +6.6% |
| 3Y | +59.4% | +11.7% | +47.7% | +40.7% |
| 5Y | +65.9% | -35.6% | +101.5% | +77.3% |
| 10Y | +238.6% | +68.7% | +169.9% | +152.7% |
| All | +456.3% | +1,121.9% | -665.6% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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