+310.8%
AMKR vs CCJ
+2,663.8%
-2,353.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.2% | +5.0% | +5.7% |
| 7D | +11.1% | +5.9% | +5.2% | +8.6% |
| 30D | -8.1% | +4.7% | -12.8% | -9.8% |
| 3M | -25.6% | -3.3% | -22.3% | -24.3% |
| 6M | +22.5% | -7.0% | +29.5% | +26.0% |
| YTD | +29.1% | +11.5% | +17.6% | +23.9% |
| 1Y | +105.7% | +32.3% | +73.4% | +80.6% |
| 3Y | +133.2% | +176.8% | -43.6% | +46.8% |
| 5Y | +98.5% | +351.8% | -253.3% | -4.4% |
| 10Y | +490.6% | +1,080.5% | -589.9% | +67.7% |
| All | +310.8% | +2,663.8% | -2,353.0% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling