+1.9%
AMKR vs CTVA
+33.4%
-31.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.2% | -8.4% | -4.6% |
| 7D | -15.5% | +8.2% | -23.7% | -14.3% |
| 30D | -34.7% | -1.0% | -33.7% | -34.1% |
| 3M | -36.1% | +4.6% | -40.6% | -35.0% |
| 6M | -49.6% | +0.5% | -50.1% | -50.7% |
| YTD | -9.2% | +22.7% | -32.0% | -19.0% |
| 1Y | +1.9% | +32.0% | -30.1% | -12.4% |
| All | +1.9% | +33.4% | -31.6% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling