+137.2%
AMKR vs CLBK
+52.3%
+84.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.1% | -3.8% |
| 7D | +5.5% | -1.4% | +6.9% | +6.1% |
| 30D | -8.6% | +4.5% | -13.1% | -10.4% |
| 3M | -28.7% | +22.8% | -51.5% | -35.5% |
| 6M | +13.3% | +43.4% | -30.2% | -5.1% |
| YTD | +26.1% | +64.1% | -38.0% | -2.0% |
| 1Y | +101.2% | +67.6% | +33.6% | +55.2% |
| All | +137.2% | +52.3% | +84.9% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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