+324.2%
AMKR vs CSGP
+3,294.4%
-2,970.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -4.7% | +12.3% | +9.3% |
| 7D | -16.9% | +1.3% | -18.2% | -17.6% |
| 30D | -37.2% | +10.7% | -47.9% | -41.2% |
| 3M | -39.3% | +3.3% | -42.6% | -42.5% |
| 6M | -57.4% | -10.3% | -47.0% | -59.0% |
| YTD | -16.5% | -54.6% | +38.1% | +2.1% |
| 1Y | -6.0% | -54.6% | +48.7% | +14.8% |
| 3Y | +46.2% | -60.3% | +106.5% | +85.7% |
| 5Y | +49.3% | -63.3% | +112.6% | +92.7% |
| 10Y | +239.3% | +66.5% | +172.8% | +142.6% |
| All | +324.2% | +3,294.4% | -2,970.3% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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