+145.9%
AMKR vs CHRW
+85.4%
+60.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +8.9% | +4.1% | +4.8% | +7.8% |
| 30D | -2.7% | +1.9% | -4.6% | -3.2% |
| 3M | -27.5% | -21.2% | -6.3% | -23.4% |
| 6M | +19.4% | -16.7% | +36.1% | +23.6% |
| YTD | +30.7% | -5.4% | +36.1% | +31.4% |
| 1Y | +107.9% | +21.2% | +86.7% | +97.2% |
| All | +145.9% | +85.4% | +60.5% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling