+65.2%
AMKR vs CMS
+36.3%
+28.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -2.5% |
| 7D | +10.0% | +1.7% | +8.3% | +10.3% |
| 30D | -19.4% | +6.2% | -25.6% | -18.7% |
| 3M | -37.4% | +0.6% | -38.0% | -37.1% |
| 6M | -51.5% | -1.8% | -49.7% | -51.5% |
| YTD | -8.1% | +3.8% | -11.9% | -8.1% |
| 1Y | +13.8% | -1.8% | +15.6% | +13.9% |
| 3Y | +59.4% | +39.8% | +19.6% | +51.2% |
| All | +65.2% | +36.3% | +28.9% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling