+252.0%
AMKR vs CF
+478.3%
-226.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -3.9% | -3.0% |
| 7D | +21.7% | +5.4% | +16.4% | +19.8% |
| 30D | -22.0% | +6.5% | -28.6% | -24.0% |
| 3M | -33.1% | +4.6% | -37.7% | -34.8% |
| 6M | -49.3% | -3.3% | -46.0% | -50.0% |
| YTD | -5.5% | +63.9% | -69.4% | -27.2% |
| 1Y | +8.4% | +50.4% | -42.0% | -13.7% |
| 3Y | +62.7% | +68.2% | -5.6% | +19.0% |
| 5Y | +70.5% | +113.8% | -43.3% | -0.5% |
| All | +252.0% | +478.3% | -226.2% | +29.3% |
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