+528.2%
AMKR vs CRL
+256.1%
+272.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +3.4% |
| 7D | +8.3% | -3.5% | +11.8% | +10.3% |
| 30D | -6.8% | -2.1% | -4.6% | -5.8% |
| 3M | -31.9% | +48.0% | -79.9% | -46.8% |
| 6M | +18.4% | +64.7% | -46.4% | -14.4% |
| YTD | +31.7% | +39.5% | -7.8% | +4.1% |
| 1Y | +105.2% | +74.2% | +31.0% | +41.8% |
| 3Y | +147.7% | +39.4% | +108.4% | +77.6% |
| 5Y | +99.4% | -36.9% | +136.3% | +130.4% |
| All | +528.2% | +256.1% | +272.1% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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