+192.5%
AMKR vs CTAS
+3,806.7%
-3,614.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | +10.0% | +2.0% | +8.0% | +8.7% |
| 30D | -19.4% | +8.7% | -28.1% | -24.5% |
| 3M | -37.4% | +13.3% | -50.6% | -43.3% |
| 6M | -51.5% | +39.4% | -90.8% | -63.5% |
| YTD | -8.1% | +21.5% | -29.6% | -24.3% |
| 1Y | +13.8% | +21.9% | -8.1% | -6.6% |
| 3Y | +59.4% | +73.6% | -14.3% | 0.0% |
| 5Y | +65.9% | +116.2% | -50.4% | -9.8% |
| 10Y | +238.6% | +818.2% | -579.6% | -30.3% |
| All | +192.5% | +3,806.7% | -3,614.2% | -74.7% |
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