+59.4%
AMKR vs CG
+46.4%
+13.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.8% | -3.3% |
| 7D | +10.0% | +0.2% | +9.8% | +9.8% |
| 30D | -19.4% | +11.2% | -30.6% | -25.0% |
| 3M | -37.4% | -22.1% | -15.3% | -27.7% |
| 6M | -51.5% | -17.9% | -33.5% | -46.0% |
| YTD | -8.1% | -31.3% | +23.2% | +12.9% |
| 1Y | +13.8% | -24.0% | +37.8% | +31.1% |
| 3Y | +59.4% | +45.0% | +14.4% | +32.7% |
| All | +59.4% | +46.4% | +13.0% | +32.7% |
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