+6.8%
CAT vs AMKR
+10.3%
-3.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.5% | -7.6% | -0.6% |
| 7D | +1.7% | +6.8% | -5.1% | -0.8% |
| 30D | -24.6% | -20.8% | -3.8% | -19.3% |
| 3M | -28.5% | -29.7% | +1.2% | -21.1% |
| 6M | -34.8% | -50.2% | +15.4% | -21.5% |
| YTD | +5.9% | -3.0% | +8.9% | -0.2% |
| 1Y | +6.8% | +12.0% | -5.2% | -3.1% |
| All | +6.8% | +10.3% | -3.4% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMKR.
Daily Out/Under-Performance
Portfolio return minus AMKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMKR 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 AMKR 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