+853.9%
AMKR vs CF
+5,948.3%
-5,094.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +2.9% |
| 7D | 0.0% | +6.0% | -6.1% | -2.2% |
| 30D | -11.1% | +14.8% | -26.0% | -15.8% |
| 3M | -35.2% | +14.1% | -49.2% | -39.1% |
| 6M | +4.9% | +28.5% | -23.7% | -9.4% |
| YTD | +21.6% | +74.9% | -53.4% | -6.8% |
| 1Y | +98.0% | +61.7% | +36.3% | +55.6% |
| 3Y | +77.8% | +80.3% | -2.5% | +29.6% |
| 5Y | +79.9% | +226.0% | -146.1% | -3.9% |
| 10Y | +456.9% | +569.9% | -113.0% | +115.4% |
| All | +853.9% | +5,948.3% | -5,094.4% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling