+65.2%
AMKR vs CNH
-17.7%
+82.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.4% |
| 7D | +10.0% | +3.0% | +7.0% | +8.2% |
| 30D | -19.4% | -0.6% | -18.8% | -19.2% |
| 3M | -37.4% | +14.6% | -52.0% | -43.2% |
| 6M | -51.5% | +11.8% | -63.2% | -55.9% |
| YTD | -8.1% | +30.4% | -38.5% | -24.7% |
| 1Y | +13.8% | +19.1% | -5.3% | -1.6% |
| 3Y | +59.4% | +30.2% | +29.2% | +26.0% |
| All | +65.2% | -17.7% | +82.9% | +69.0% |
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