+90.9%
AMKR vs CCJ
+326.6%
-235.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.6% | -2.4% |
| 7D | +5.5% | -3.2% | +8.7% | +6.8% |
| 30D | -8.6% | -1.3% | -7.3% | -8.3% |
| 3M | -28.7% | +2.5% | -31.2% | -29.0% |
| 6M | +13.3% | -18.9% | +32.1% | +21.6% |
| YTD | +26.1% | +6.5% | +19.6% | +24.1% |
| 1Y | +101.2% | +22.8% | +78.4% | +85.6% |
| 3Y | +127.7% | +164.5% | -36.7% | +55.9% |
| 5Y | +90.9% | +303.7% | -212.8% | +14.7% |
| All | +90.9% | +326.6% | -235.7% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 5y: compounded portfolio wealth divided by compounded CCJ 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…
5y analysis · Full analysis span regression · 6 months rolling