+329.8%
AMKR vs CFG
+361.3%
-31.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.1% |
| 7D | +10.0% | +3.2% | +6.8% | +8.1% |
| 30D | -19.4% | +5.1% | -24.6% | -21.7% |
| 3M | -37.4% | -11.2% | -26.1% | -32.8% |
| 6M | -51.5% | +9.6% | -61.0% | -54.4% |
| YTD | -8.1% | +15.0% | -23.1% | -15.6% |
| 1Y | +13.8% | +29.9% | -16.1% | -2.5% |
| 3Y | +59.4% | +192.1% | -132.7% | -15.0% |
| 5Y | +65.9% | +62.3% | +3.6% | +19.6% |
| 10Y | +238.6% | +219.2% | +19.4% | +51.5% |
| All | +329.8% | +361.3% | -31.5% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling