+1,103.5%
AMKR vs CNH
+64.7%
+1,038.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.3% | -0.4% |
| 7D | 0.0% | +23.3% | -23.3% | -11.2% |
| 30D | -11.1% | +33.5% | -44.6% | -25.0% |
| 3M | -35.2% | +32.7% | -67.9% | -45.5% |
| 6M | +4.9% | +22.2% | -17.3% | -8.4% |
| YTD | +21.6% | +57.7% | -36.1% | -8.3% |
| 1Y | +98.0% | +28.0% | +70.1% | +67.3% |
| 3Y | +77.8% | +11.5% | +66.3% | +57.4% |
| 5Y | +79.9% | +11.9% | +68.0% | +55.6% |
| 10Y | +456.9% | +162.8% | +294.1% | +218.9% |
| All | +1,103.5% | +64.7% | +1,038.9% | +644.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling