+90.9%
AMKR vs CRL
-38.6%
+129.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.8% |
| 7D | +5.5% | -6.9% | +12.5% | +8.5% |
| 30D | -8.6% | -3.2% | -5.4% | -7.5% |
| 3M | -28.7% | +46.5% | -75.3% | -40.6% |
| 6M | +13.3% | +63.1% | -49.8% | -10.9% |
| YTD | +26.1% | +36.9% | -10.8% | +6.8% |
| 1Y | +101.2% | +78.1% | +23.1% | +51.3% |
| 3Y | +127.7% | +36.7% | +91.1% | +80.4% |
| 5Y | +90.9% | -38.1% | +129.0% | +78.2% |
| All | +90.9% | -38.6% | +129.5% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling