+257.3%
AMKR vs CF
+485.9%
-228.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.7% | +9.8% | +10.3% |
| 7D | +6.8% | +10.4% | -3.5% | +3.3% |
| 30D | -20.8% | +7.6% | -28.4% | -23.0% |
| 3M | -29.7% | +5.2% | -34.9% | -31.6% |
| 6M | -50.2% | -0.1% | -50.1% | -51.5% |
| YTD | -3.0% | +61.7% | -64.7% | -24.9% |
| 1Y | +12.0% | +50.3% | -38.3% | -10.9% |
| 3Y | +67.0% | +66.0% | +1.0% | +22.7% |
| 5Y | +76.5% | +114.5% | -38.0% | +2.6% |
| 10Y | +257.3% | +471.5% | -214.3% | +31.6% |
| All | +257.3% | +485.9% | -228.6% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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