+133.2%
AMKR vs CMS
+35.3%
+97.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +6.3% |
| 7D | +11.1% | +1.2% | +9.9% | +11.6% |
| 30D | -8.1% | -3.2% | -4.9% | -9.2% |
| 3M | -25.6% | -2.2% | -23.4% | -26.5% |
| 6M | +22.5% | -9.4% | +31.9% | +19.4% |
| YTD | +29.1% | +0.7% | +28.4% | +28.8% |
| 1Y | +105.7% | +0.4% | +105.3% | +104.7% |
| 3Y | +133.2% | +35.2% | +98.0% | +123.1% |
| All | +133.2% | +35.3% | +97.9% | +123.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling