+133.2%
AMKR vs CFG
+193.0%
-59.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +6.9% |
| 7D | +11.1% | +2.7% | +8.4% | +9.1% |
| 30D | -8.1% | -3.7% | -4.4% | -5.5% |
| 3M | -25.6% | +9.5% | -35.1% | -30.6% |
| 6M | +22.5% | +22.2% | +0.2% | +5.7% |
| YTD | +29.1% | +22.3% | +6.8% | +11.6% |
| 1Y | +105.7% | +39.4% | +66.2% | +63.5% |
| 3Y | +133.2% | +188.5% | -55.3% | +24.4% |
| All | +133.2% | +193.0% | -59.8% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling