+145.9%
AMKR vs CG
+48.1%
+97.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.2% | +3.7% |
| 7D | +8.9% | -6.4% | +15.3% | +13.1% |
| 30D | -2.7% | -7.1% | +4.4% | +1.1% |
| 3M | -27.5% | -1.6% | -25.9% | -27.3% |
| 6M | +19.4% | -8.3% | +27.7% | +24.3% |
| YTD | +30.7% | -23.8% | +54.5% | +51.2% |
| 1Y | +107.9% | -28.7% | +136.7% | +149.8% |
| All | +145.9% | +48.1% | +97.8% | +87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling