+65.2%
AMKR vs CRL
-12.1%
+77.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.4% |
| 7D | +10.0% | +0.1% | +9.9% | +10.0% |
| 30D | -19.4% | +11.9% | -31.3% | -22.8% |
| 3M | -37.4% | +20.2% | -57.5% | -41.9% |
| 6M | -51.5% | +107.5% | -159.0% | -65.5% |
| YTD | -8.1% | +69.4% | -77.5% | -29.0% |
| 1Y | +13.8% | +99.7% | -85.9% | -18.2% |
| 3Y | +59.4% | +98.8% | -39.4% | +6.7% |
| All | +65.2% | -12.1% | +77.3% | +60.9% |
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 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