+105.2%
AMKR vs CG
-33.8%
+139.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +5.3% |
| 7D | +8.3% | -9.9% | +18.1% | +14.2% |
| 30D | -6.8% | -11.7% | +4.9% | -1.0% |
| 3M | -31.9% | -4.3% | -27.7% | -31.0% |
| 6M | +18.4% | -8.8% | +27.1% | +22.8% |
| YTD | +31.7% | -26.9% | +58.5% | +52.0% |
| 1Y | +105.2% | -35.4% | +140.7% | +149.0% |
| All | +105.2% | -33.8% | +139.1% | +149.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling