+501.5%
AMKR vs CDW
+271.4%
+230.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.7% |
| 7D | +5.5% | -7.4% | +12.9% | +10.7% |
| 30D | -8.6% | +5.8% | -14.5% | -13.0% |
| 3M | -28.7% | +10.8% | -39.5% | -36.7% |
| 6M | +13.3% | +21.5% | -8.2% | -10.8% |
| YTD | +26.1% | +6.4% | +19.7% | +8.2% |
| 1Y | +101.2% | -14.8% | +116.0% | +105.8% |
| 3Y | +127.7% | -29.9% | +157.6% | +171.7% |
| 5Y | +90.9% | -22.9% | +113.7% | +109.8% |
| All | +501.5% | +271.4% | +230.0% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling