+286.9%
AMKR vs CMS
+277.8%
+9.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -11.1% | -3.6% | -7.5% | -10.0% |
| 3M | -35.2% | -1.9% | -33.3% | -35.2% |
| 6M | +4.9% | -11.0% | +15.9% | +8.1% |
| YTD | +21.6% | +0.2% | +21.4% | +20.0% |
| 1Y | +98.0% | -1.3% | +99.4% | +95.6% |
| 3Y | +77.8% | +35.9% | +41.9% | +53.1% |
| 5Y | +79.9% | +23.1% | +56.8% | +57.9% |
| 10Y | +456.9% | +117.9% | +339.0% | +282.1% |
| All | +286.9% | +277.8% | +9.1% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling