+237.3%
AMKR vs CVE
+136.7%
+100.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.1% | +6.5% |
| 7D | -5.3% | -10.1% | +4.8% | -2.2% |
| 30D | -28.7% | -12.1% | -16.6% | -26.0% |
| 3M | -36.6% | -1.9% | -34.7% | -36.4% |
| 6M | -54.2% | -1.8% | -52.3% | -54.4% |
| YTD | -10.9% | +65.8% | -76.7% | -25.0% |
| 1Y | +1.3% | +60.8% | -59.5% | -13.9% |
| 3Y | +60.0% | +70.1% | -10.1% | +31.9% |
| 5Y | +59.3% | +134.8% | -75.5% | +15.2% |
| 10Y | +237.3% | +130.1% | +107.2% | +71.8% |
| All | +237.3% | +136.7% | +100.6% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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