-51.5%
AMKR vs CRL
+102.3%
-153.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | +10.0% | +0.1% | +9.9% | +10.0% |
| 30D | -19.4% | +11.9% | -31.3% | -18.4% |
| 3M | -37.4% | +20.2% | -57.5% | -35.7% |
| 6M | -51.5% | +107.5% | -159.0% | -45.4% |
| All | -51.5% | +102.3% | -153.8% | -45.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling