+91.1%
AMKR vs CMI
+164.8%
-73.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +3.3% |
| 7D | +8.3% | -0.7% | +9.0% | +9.1% |
| 30D | -6.8% | -12.4% | +5.6% | +6.5% |
| 3M | -31.9% | -14.8% | -17.2% | -18.3% |
| 6M | +18.4% | +0.8% | +17.6% | +23.5% |
| YTD | +31.7% | +10.2% | +21.5% | +26.3% |
| 1Y | +105.2% | +37.4% | +67.8% | +63.2% |
| 3Y | +147.7% | +153.3% | -5.5% | +15.5% |
| All | +91.1% | +164.8% | -73.7% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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