+286.9%
AMKR vs CP
+4,605.5%
-4,318.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.5% |
| 7D | 0.0% | -2.7% | +2.6% | +1.8% |
| 30D | -11.1% | +0.2% | -11.3% | -11.3% |
| 3M | -35.2% | +2.6% | -37.7% | -36.9% |
| 6M | +4.9% | +6.0% | -1.1% | -0.1% |
| YTD | +21.6% | +24.9% | -3.3% | +2.7% |
| 1Y | +98.0% | +20.1% | +77.9% | +71.7% |
| 3Y | +77.8% | +16.4% | +61.4% | +56.8% |
| 5Y | +79.9% | +31.7% | +48.1% | +44.2% |
| 10Y | +456.9% | +223.9% | +233.0% | +147.7% |
| All | +286.9% | +4,605.5% | -4,318.6% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling