+58.0%
CL vs AMKR
+495.8%
-437.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.5% |
| 7D | -1.4% | +11.1% | -12.5% | -1.5% |
| 30D | -5.2% | -8.1% | +2.9% | -5.1% |
| 3M | +3.3% | -25.6% | +28.9% | +3.5% |
| 6M | -4.4% | +22.5% | -26.9% | -5.8% |
| YTD | +13.9% | +29.1% | -15.2% | +11.7% |
| 1Y | +7.6% | +105.7% | -98.1% | +3.3% |
| 3Y | +29.6% | +133.2% | -103.6% | +21.5% |
| 5Y | +28.1% | +98.5% | -70.5% | +19.4% |
| All | +58.0% | +495.8% | -437.8% | +21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling