+286.9%
AMKR vs CHRW
+4,291.4%
-4,004.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.2% |
| 7D | 0.0% | -1.4% | +1.4% | +0.6% |
| 30D | -11.1% | -3.5% | -7.7% | -9.9% |
| 3M | -35.2% | -19.4% | -15.8% | -29.1% |
| 6M | +4.9% | -21.4% | +26.3% | +15.6% |
| YTD | +21.6% | -7.1% | +28.7% | +21.9% |
| 1Y | +98.0% | +17.8% | +80.2% | +73.0% |
| 3Y | +77.8% | +78.8% | -0.9% | +19.2% |
| 5Y | +79.9% | +83.5% | -3.6% | +15.9% |
| 10Y | +456.9% | +160.2% | +296.6% | +189.2% |
| All | +286.9% | +4,291.4% | -4,004.5% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling