+501.5%
AMKR vs CHRW
+182.4%
+319.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.9% | -4.1% |
| 7D | +5.5% | +4.4% | +1.2% | +3.7% |
| 30D | -8.6% | +5.5% | -14.1% | -10.8% |
| 3M | -28.7% | -17.3% | -11.5% | -23.8% |
| 6M | +13.3% | -12.7% | +25.9% | +17.8% |
| YTD | +26.1% | -4.1% | +30.2% | +24.6% |
| 1Y | +101.2% | +21.2% | +80.0% | +76.5% |
| 3Y | +127.7% | +88.9% | +38.8% | +53.2% |
| 5Y | +90.9% | +93.1% | -2.2% | +23.1% |
| All | +501.5% | +182.4% | +319.0% | +210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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