+528.2%
AMKR vs CG
+314.7%
+213.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +5.5% |
| 7D | +8.3% | -9.9% | +18.1% | +15.1% |
| 30D | -6.8% | -11.7% | +4.9% | -0.1% |
| 3M | -31.9% | -4.3% | -27.7% | -30.6% |
| 6M | +18.4% | -8.8% | +27.1% | +23.8% |
| YTD | +31.7% | -26.9% | +58.5% | +56.1% |
| 1Y | +105.2% | -35.4% | +140.7% | +161.7% |
| 3Y | +147.7% | +43.0% | +104.7% | +87.4% |
| 5Y | +99.4% | +1.9% | +97.5% | +77.9% |
| All | +528.2% | +314.7% | +213.4% | +225.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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