+472.7%
AMKR vs CLBK
+66.9%
+405.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.5% |
| 7D | +11.1% | +1.1% | +10.0% | +10.4% |
| 30D | -8.1% | +7.8% | -15.8% | -11.9% |
| 3M | -25.6% | +23.9% | -49.5% | -34.8% |
| 6M | +22.5% | +42.3% | -19.8% | -1.3% |
| YTD | +29.1% | +65.4% | -36.3% | -5.6% |
| 1Y | +105.7% | +70.3% | +35.4% | +47.9% |
| 3Y | +133.2% | +54.5% | +78.8% | +70.3% |
| 5Y | +98.5% | +43.1% | +55.4% | +33.3% |
| All | +472.7% | +66.9% | +405.8% | +219.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling