+301.2%
AMKR vs CTAS
+3,318.8%
-3,017.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.0% |
| 7D | +5.5% | -1.3% | +6.8% | +6.5% |
| 30D | -8.6% | -3.1% | -5.5% | -7.1% |
| 3M | -28.7% | +10.3% | -39.0% | -36.0% |
| 6M | +13.3% | +1.6% | +11.6% | +6.7% |
| YTD | +26.1% | +6.3% | +19.7% | +14.8% |
| 1Y | +101.2% | -0.5% | +101.7% | +90.7% |
| 3Y | +127.7% | +64.6% | +63.2% | +49.5% |
| 5Y | +90.9% | +106.0% | -15.1% | +8.2% |
| 10Y | +512.5% | +677.5% | -165.0% | +42.4% |
| All | +301.2% | +3,318.8% | -3,017.6% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling