+96.6%
AMKR vs CTAS
+110.0%
-13.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.4% |
| 7D | +8.9% | +1.0% | +7.9% | +8.3% |
| 30D | -2.7% | -1.1% | -1.6% | -2.5% |
| 3M | -27.5% | +11.5% | -39.0% | -34.5% |
| 6M | +19.4% | +0.2% | +19.2% | +15.8% |
| YTD | +30.7% | +7.2% | +23.5% | +20.1% |
| 1Y | +107.9% | 0.0% | +107.9% | +100.6% |
| 3Y | +136.1% | +65.9% | +70.2% | +36.9% |
| 5Y | +96.6% | +109.6% | -12.9% | -15.6% |
| All | +96.6% | +110.0% | -13.4% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling