+208.6%
AMKR vs CMS
+287.3%
-78.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.2% | +10.8% | +10.6% |
| 7D | +6.8% | -1.1% | +8.0% | +7.2% |
| 30D | -20.8% | +6.6% | -27.4% | -22.8% |
| 3M | -29.7% | +0.8% | -30.5% | -30.2% |
| 6M | -50.2% | -3.3% | -46.8% | -50.3% |
| YTD | -3.0% | +2.7% | -5.7% | -5.6% |
| 1Y | +12.0% | -4.0% | +16.0% | +11.6% |
| 3Y | +67.0% | +37.6% | +29.4% | +42.9% |
| 5Y | +76.5% | +35.4% | +41.1% | +49.2% |
| 10Y | +257.3% | +136.0% | +121.2% | +137.1% |
| All | +208.6% | +287.3% | -78.7% | -3.8% |
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