+555.4%
AMKR vs CF
+5,315.1%
-4,759.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.7% | +7.0% | +7.4% |
| 7D | -16.9% | -3.2% | -13.7% | -16.3% |
| 30D | -37.2% | +4.3% | -41.5% | -38.6% |
| 3M | -39.3% | +2.8% | -42.1% | -40.9% |
| 6M | -57.4% | +0.6% | -58.0% | -58.9% |
| YTD | -16.5% | +56.6% | -73.1% | -34.1% |
| 1Y | -6.0% | +49.6% | -55.6% | -24.7% |
| 3Y | +46.2% | +61.5% | -15.3% | +9.9% |
| 5Y | +49.3% | +124.0% | -74.6% | -8.5% |
| 10Y | +239.3% | +573.2% | -333.9% | +29.7% |
| All | +555.4% | +5,315.1% | -4,759.8% | -19.0% |
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