+468.6%
AMKR vs CFG
+396.4%
+72.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | 0.0% | +1.5% | -1.6% | -0.9% |
| 30D | -11.1% | -3.8% | -7.3% | -8.9% |
| 3M | -35.2% | +11.5% | -46.7% | -39.5% |
| 6M | +4.9% | +19.2% | -14.3% | -5.8% |
| YTD | +21.6% | +23.7% | -2.1% | +7.1% |
| 1Y | +98.0% | +38.8% | +59.2% | +63.2% |
| 3Y | +77.8% | +178.9% | -101.1% | -3.1% |
| 5Y | +79.9% | +101.8% | -21.9% | +14.3% |
| 10Y | +456.9% | +317.3% | +139.6% | +117.2% |
| All | +468.6% | +396.4% | +72.2% | +108.9% |
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