+65.2%
AMKR vs CTAS
+115.9%
-50.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +10.0% | +2.0% | +8.0% | +9.1% |
| 30D | -19.4% | +8.7% | -28.1% | -23.0% |
| 3M | -37.4% | +13.3% | -50.6% | -41.6% |
| 6M | -51.5% | +39.4% | -90.8% | -62.2% |
| YTD | -8.1% | +21.5% | -29.6% | -21.1% |
| 1Y | +13.8% | +21.9% | -8.1% | -2.6% |
| 3Y | +59.4% | +73.6% | -14.3% | -7.2% |
| All | +65.2% | +115.9% | -50.6% | -30.7% |
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