+751.6%
AMKR vs CTVA
+208.7%
+542.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.8% |
| 7D | +8.3% | -4.5% | +12.8% | +10.8% |
| 30D | -6.8% | +11.3% | -18.1% | -12.6% |
| 3M | -31.9% | +12.3% | -44.3% | -38.0% |
| 6M | +18.4% | +7.2% | +11.2% | +10.6% |
| YTD | +31.7% | +26.0% | +5.7% | +11.8% |
| 1Y | +105.2% | +16.0% | +89.2% | +80.9% |
| 3Y | +147.7% | +73.9% | +73.8% | +67.3% |
| 5Y | +99.4% | +103.8% | -4.4% | +17.8% |
| All | +751.6% | +208.7% | +542.9% | +254.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling