+59.4%
AMKR vs CF
+68.9%
-9.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.7% |
| 7D | +10.0% | +4.8% | +5.3% | +10.5% |
| 30D | -19.4% | +4.7% | -24.1% | -18.8% |
| 3M | -37.4% | +7.4% | -44.8% | -36.8% |
| 6M | -51.5% | +0.6% | -52.1% | -51.0% |
| YTD | -8.1% | +64.1% | -72.2% | -17.2% |
| 1Y | +13.8% | +51.4% | -37.6% | +4.3% |
| 3Y | +59.4% | +67.8% | -8.4% | +36.8% |
| All | +59.4% | +68.9% | -9.5% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling