+133.2%
AMKR vs CNH
+7.5%
+125.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.6% | +11.7% | +8.8% |
| 7D | +11.1% | +8.8% | +2.3% | +6.1% |
| 30D | -8.1% | +24.7% | -32.7% | -18.6% |
| 3M | -25.6% | +27.3% | -52.9% | -35.4% |
| 6M | +22.5% | +23.2% | -0.7% | +7.7% |
| YTD | +29.1% | +48.9% | -19.8% | +1.8% |
| 1Y | +105.7% | +19.4% | +86.3% | +82.4% |
| 3Y | +133.2% | +7.8% | +125.5% | +99.4% |
| All | +133.2% | +7.5% | +125.7% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling