+528.2%
AMKR vs CTAS
+687.6%
-159.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +3.4% |
| 7D | +8.3% | +0.5% | +7.8% | +8.0% |
| 30D | -6.8% | -0.7% | -6.0% | -6.7% |
| 3M | -31.9% | +11.1% | -43.0% | -39.7% |
| 6M | +18.4% | +2.1% | +16.2% | +10.9% |
| YTD | +31.7% | +8.0% | +23.7% | +17.7% |
| 1Y | +105.2% | -0.5% | +105.7% | +94.5% |
| 3Y | +147.7% | +66.2% | +81.5% | +49.1% |
| 5Y | +99.4% | +109.2% | -9.8% | -0.8% |
| All | +528.2% | +687.6% | -159.4% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling