+310.8%
AMKR vs COR
+7,381.7%
-7,070.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.9% | +8.1% | +6.7% |
| 7D | +11.1% | -1.9% | +13.0% | +11.7% |
| 30D | -8.1% | +1.5% | -9.6% | -8.8% |
| 3M | -25.6% | +18.7% | -44.3% | -30.5% |
| 6M | +22.5% | -9.0% | +31.5% | +23.2% |
| YTD | +29.1% | -3.3% | +32.4% | +27.2% |
| 1Y | +105.7% | +9.8% | +95.9% | +93.5% |
| 3Y | +133.2% | +87.4% | +45.9% | +78.7% |
| 5Y | +98.5% | +180.5% | -82.0% | +31.2% |
| 10Y | +490.6% | +398.1% | +92.5% | +215.8% |
| All | +310.8% | +7,381.7% | -7,070.9% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling