+310.3%
AMKR vs CFG
+358.2%
-47.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -8.4% | +0.7% | -9.1% | -8.6% |
| 30D | -29.8% | +2.8% | -32.6% | -30.9% |
| 3M | -34.7% | -10.1% | -24.6% | -30.5% |
| 6M | -54.9% | +3.2% | -58.1% | -56.1% |
| YTD | -12.3% | +14.2% | -26.5% | -19.2% |
| 1Y | -1.4% | +27.4% | -28.8% | -14.5% |
| 3Y | +51.1% | +187.6% | -136.5% | -18.7% |
| 5Y | +62.6% | +65.7% | -3.1% | +15.8% |
| 10Y | +233.1% | +219.7% | +13.4% | +49.0% |
| All | +310.3% | +358.2% | -47.9% | +57.7% |
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