+96.6%
AMKR vs CNH
+12.3%
+84.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | 0.0% |
| 7D | +8.9% | +1.8% | +7.0% | +7.4% |
| 30D | -2.7% | +32.6% | -35.3% | -18.2% |
| 3M | -27.5% | +29.4% | -56.9% | -38.7% |
| 6M | +19.4% | +26.0% | -6.6% | +1.8% |
| YTD | +30.7% | +52.2% | -21.5% | -1.1% |
| 1Y | +107.9% | +23.9% | +84.0% | +77.4% |
| 3Y | +136.1% | +10.1% | +126.0% | +109.3% |
| 5Y | +96.6% | +13.2% | +83.5% | +61.9% |
| All | +96.6% | +12.3% | +84.3% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling