+145.9%
AMKR vs CTAS
+66.0%
+79.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | +8.9% | +1.0% | +7.9% | +8.7% |
| 30D | -2.7% | -1.1% | -1.6% | -2.6% |
| 3M | -27.5% | +11.5% | -39.0% | -31.1% |
| 6M | +19.4% | +0.2% | +19.2% | +19.7% |
| YTD | +30.7% | +7.2% | +23.5% | +26.1% |
| 1Y | +107.9% | 0.0% | +107.9% | +108.3% |
| All | +145.9% | +66.0% | +79.9% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling