+635.9%
AMKR vs CCI
+905.5%
-269.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.6% | +2.4% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | -11.1% | +2.7% | -13.8% | -12.1% |
| 3M | -35.2% | -18.2% | -17.0% | -31.5% |
| 6M | +4.9% | -14.8% | +19.7% | +8.3% |
| YTD | +21.6% | -12.6% | +34.2% | +23.3% |
| 1Y | +98.0% | -16.7% | +114.8% | +103.9% |
| 3Y | +77.8% | -10.5% | +88.4% | +71.6% |
| 5Y | +79.9% | -51.4% | +131.3% | +115.2% |
| 10Y | +456.9% | +20.0% | +436.8% | +374.6% |
| All | +635.9% | +905.5% | -269.6% | +160.3% |
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