+11.1%
AMKR vs CI
+5.8%
+5.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +0.8% |
| 7D | 0.0% | +1.3% | -1.4% | +1.0% |
| 30D | -11.1% | +4.4% | -15.6% | -8.1% |
| 3M | -35.2% | +0.7% | -35.8% | -33.6% |
| All | +11.1% | +5.8% | +5.3% | +10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling