+105.2%
AMKR vs CNH
+22.0%
+83.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.2% |
| 7D | +8.3% | -5.7% | +14.0% | +10.5% |
| 30D | -6.8% | +26.6% | -33.3% | -16.6% |
| 3M | -31.9% | +31.1% | -63.0% | -40.6% |
| 6M | +18.4% | +24.9% | -6.5% | +6.0% |
| YTD | +31.7% | +48.7% | -17.0% | +4.7% |
| 1Y | +105.2% | +22.2% | +83.0% | +87.8% |
| All | +105.2% | +22.0% | +83.3% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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