+47.6%
AMKR vs CF
+120.6%
-72.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.7% | +7.0% | +7.6% |
| 7D | -16.9% | -3.2% | -13.7% | -16.7% |
| 30D | -37.2% | +4.3% | -41.5% | -37.4% |
| 3M | -39.3% | +2.8% | -42.1% | -39.5% |
| 6M | -57.4% | +0.6% | -58.0% | -57.6% |
| YTD | -16.5% | +56.6% | -73.1% | -24.9% |
| 1Y | -6.0% | +49.6% | -55.6% | -14.8% |
| 3Y | +46.2% | +61.5% | -15.3% | +28.4% |
| All | +47.6% | +120.6% | -72.9% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling