+501.5%
AMKR vs CP
+230.5%
+270.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.2% | -2.5% |
| 7D | +5.5% | -2.7% | +8.2% | +7.7% |
| 30D | -8.6% | -3.4% | -5.3% | -6.4% |
| 3M | -28.7% | -0.6% | -28.1% | -29.2% |
| 6M | +13.3% | +6.3% | +7.0% | +6.6% |
| YTD | +26.1% | +21.2% | +4.9% | +6.2% |
| 1Y | +101.2% | +20.0% | +81.2% | +70.6% |
| 3Y | +127.7% | +18.7% | +109.0% | +92.0% |
| 5Y | +90.9% | +34.8% | +56.1% | +42.8% |
| All | +501.5% | +230.5% | +270.9% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling