+59.7%
AMKR vs CI
+53.0%
+6.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.1% | -1.6% |
| 7D | -8.4% | +2.6% | -11.0% | -8.5% |
| 30D | -29.8% | +7.3% | -37.2% | -30.3% |
| 3M | -34.7% | +9.5% | -44.2% | -35.3% |
| 6M | -54.9% | +6.4% | -61.3% | -55.4% |
| YTD | -12.3% | +12.0% | -24.3% | -14.1% |
| 1Y | -1.4% | +20.1% | -21.5% | -4.6% |
| 3Y | +51.1% | +9.6% | +41.5% | +42.0% |
| All | +59.7% | +53.0% | +6.7% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling