+528.2%
AMKR vs CFG
+316.8%
+211.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +3.7% |
| 7D | +8.3% | -0.4% | +8.7% | +8.5% |
| 30D | -6.8% | -4.6% | -2.1% | -4.0% |
| 3M | -31.9% | +6.7% | -38.6% | -35.0% |
| 6M | +18.4% | +22.1% | -3.8% | +4.4% |
| YTD | +31.7% | +23.2% | +8.5% | +15.9% |
| 1Y | +105.2% | +40.3% | +65.0% | +67.5% |
| 3Y | +147.7% | +187.9% | -40.1% | +30.7% |
| 5Y | +99.4% | +102.0% | -2.6% | +25.3% |
| All | +528.2% | +316.8% | +211.3% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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