-6.0%
AMKR vs CRBG
+15.6%
-21.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.1% | +7.8% |
| 7D | -16.9% | -2.1% | -14.8% | -16.0% |
| 30D | -37.2% | -0.9% | -36.3% | -36.8% |
| 3M | -39.3% | +1.0% | -40.2% | -39.4% |
| 6M | -57.4% | +23.5% | -80.8% | -60.6% |
| YTD | -16.5% | +16.0% | -32.5% | -21.8% |
| 1Y | -6.0% | +17.9% | -23.9% | -12.4% |
| All | -6.0% | +15.6% | -21.6% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling