+501.5%
AMKR vs CMS
+120.6%
+380.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.4% |
| 7D | +5.5% | -1.3% | +6.8% | +5.7% |
| 30D | -8.6% | -2.8% | -5.8% | -8.2% |
| 3M | -28.7% | -7.1% | -21.6% | -28.2% |
| 6M | +13.3% | -10.0% | +23.3% | +14.6% |
| YTD | +26.1% | -0.9% | +27.0% | +25.0% |
| 1Y | +101.2% | -2.0% | +103.2% | +99.4% |
| 3Y | +127.7% | +33.0% | +94.7% | +105.7% |
| 5Y | +90.9% | +24.3% | +66.6% | +73.3% |
| All | +501.5% | +120.6% | +380.9% | +440.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling