+147.7%
AMKR vs CRS
+612.2%
-464.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.6% | +5.0% |
| 7D | +8.3% | -6.8% | +15.1% | +12.0% |
| 30D | -6.8% | -16.1% | +9.4% | +2.0% |
| 3M | -31.9% | -21.2% | -10.8% | -22.4% |
| 6M | +18.4% | +8.7% | +9.7% | +17.2% |
| YTD | +31.7% | +41.0% | -9.3% | +17.1% |
| 1Y | +105.2% | +82.7% | +22.6% | +62.4% |
| 3Y | +147.7% | +604.8% | -457.0% | +29.1% |
| All | +147.7% | +612.2% | -464.5% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling