+105.2%
AMKR vs CTAS
+1.1%
+104.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +5.6% |
| 7D | +8.3% | +0.5% | +7.8% | +8.6% |
| 30D | -6.8% | -0.7% | -6.0% | -6.9% |
| 3M | -31.9% | +11.1% | -43.0% | -27.0% |
| 6M | +18.4% | +2.1% | +16.2% | +28.9% |
| YTD | +31.7% | +8.0% | +23.7% | +44.2% |
| 1Y | +105.2% | -0.5% | +105.7% | +124.2% |
| All | +105.2% | +1.1% | +104.2% | +124.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling