+107.9%
AMKR vs CMS
-0.2%
+108.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +0.4% |
| 7D | +8.9% | +0.2% | +8.7% | +9.0% |
| 30D | -2.7% | -1.3% | -1.4% | -3.8% |
| 3M | -27.5% | -5.4% | -22.1% | -31.6% |
| 6M | +19.4% | -10.3% | +29.7% | +10.2% |
| YTD | +30.7% | -0.2% | +30.9% | +34.6% |
| 1Y | +107.9% | -0.9% | +108.8% | +119.6% |
| All | +107.9% | -0.2% | +108.1% | +119.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling