+1,132.3%
AMKR vs CDW
+903.1%
+229.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.4% |
| 7D | 0.0% | +3.2% | -3.2% | -2.2% |
| 30D | -11.1% | +9.3% | -20.4% | -16.8% |
| 3M | -35.2% | +9.8% | -45.0% | -41.1% |
| 6M | +4.9% | +23.3% | -18.5% | -16.2% |
| YTD | +21.6% | +13.7% | +7.9% | +1.4% |
| 1Y | +98.0% | -6.5% | +104.5% | +90.2% |
| 3Y | +77.8% | -25.2% | +103.1% | +102.3% |
| 5Y | +79.9% | -19.5% | +99.4% | +93.5% |
| 10Y | +456.9% | +285.8% | +171.1% | +146.3% |
| All | +1,132.3% | +903.1% | +229.2% | +288.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling