+65.2%
AMKR vs COR
+203.9%
-138.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.0% | -5.7% | -2.4% |
| 7D | +10.0% | +7.8% | +2.2% | +10.8% |
| 30D | -19.4% | +7.0% | -26.4% | -18.8% |
| 3M | -37.4% | +16.3% | -53.6% | -36.3% |
| 6M | -51.5% | +41.3% | -92.7% | -50.9% |
| YTD | -8.1% | +7.1% | -15.2% | -5.0% |
| 1Y | +13.8% | -0.8% | +14.6% | +17.8% |
| 3Y | +59.4% | +85.0% | -25.6% | +47.6% |
| All | +65.2% | +203.9% | -138.6% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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