+52.2%
AMKR vs CI
+9.4%
+42.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.1% | -1.2% |
| 7D | -8.4% | +2.6% | -11.0% | -8.1% |
| 30D | -29.8% | +7.3% | -37.2% | -29.3% |
| 3M | -34.7% | +9.5% | -44.2% | -34.1% |
| 6M | -54.9% | +6.4% | -61.3% | -54.5% |
| YTD | -12.3% | +12.0% | -24.3% | -11.9% |
| 1Y | -1.4% | +20.1% | -21.5% | -1.1% |
| All | +52.2% | +9.4% | +42.8% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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