+233.1%
AMKR vs CF
+494.2%
-261.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -2.3% |
| 7D | -8.4% | +4.8% | -13.1% | -10.0% |
| 30D | -29.8% | +9.7% | -39.5% | -32.2% |
| 3M | -34.7% | +1.2% | -35.9% | -35.8% |
| 6M | -54.9% | +7.4% | -62.2% | -57.2% |
| YTD | -12.3% | +60.5% | -72.8% | -31.9% |
| 1Y | -1.4% | +50.7% | -52.2% | -21.8% |
| 3Y | +51.1% | +64.8% | -13.7% | +11.2% |
| 5Y | +62.6% | +115.8% | -53.2% | -6.0% |
| 10Y | +233.1% | +481.0% | -248.0% | +21.7% |
| All | +233.1% | +494.2% | -261.1% | +21.7% |
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