+213.4%
CAT vs AMKR
+76.5%
+136.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.5% | -7.6% | -0.1% |
| 7D | +1.7% | +6.8% | -5.1% | -0.5% |
| 30D | -24.6% | -20.8% | -3.8% | -19.9% |
| 3M | -28.5% | -29.7% | +1.2% | -21.9% |
| 6M | -34.8% | -50.2% | +15.4% | -23.3% |
| YTD | +5.9% | -3.0% | +8.9% | +2.1% |
| 1Y | +6.8% | +12.0% | -5.2% | -1.2% |
| 3Y | +161.1% | +67.0% | +94.1% | +103.8% |
| 5Y | +213.4% | +76.5% | +136.9% | +123.8% |
| All | +213.4% | +76.5% | +136.9% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling