+36.5%
AMKR vs CRL
+1,379.5%
-1,343.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.4% | +2.5% |
| 7D | 0.0% | -1.0% | +1.0% | +0.4% |
| 30D | -11.1% | +10.7% | -21.8% | -15.3% |
| 3M | -35.2% | +55.3% | -90.5% | -48.3% |
| 6M | +4.9% | +60.7% | -55.8% | -19.0% |
| YTD | +21.6% | +44.6% | -23.0% | -1.8% |
| 1Y | +98.0% | +77.7% | +20.3% | +44.5% |
| 3Y | +77.8% | +37.6% | +40.2% | +37.3% |
| 5Y | +79.9% | -35.8% | +115.7% | +90.5% |
| 10Y | +456.9% | +241.7% | +215.1% | +181.2% |
| All | +36.5% | +1,379.5% | -1,343.0% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling