+1.9%
AMKR vs CLX
-6.5%
+8.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.7% | -10.9% | -3.5% |
| 7D | -15.5% | +14.2% | -29.7% | -12.0% |
| 30D | -34.7% | +22.7% | -57.4% | -30.5% |
| 3M | -36.1% | -2.8% | -33.3% | -35.6% |
| 6M | -49.6% | +17.7% | -67.3% | -48.1% |
| YTD | -9.2% | +3.3% | -12.6% | -0.2% |
| 1Y | +1.9% | -5.6% | +7.5% | +16.2% |
| All | +1.9% | -6.5% | +8.4% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling