+694.2%
CL vs AMKR
+200.4%
+493.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | +2.6% | -8.4% | +11.0% | +2.8% |
| 30D | +11.8% | -29.8% | +41.6% | +13.0% |
| 3M | +5.9% | -34.7% | +40.6% | +7.2% |
| 6M | +13.3% | -54.9% | +68.2% | +15.6% |
| YTD | +27.1% | -12.3% | +39.4% | +25.6% |
| 1Y | +28.0% | -1.4% | +29.4% | +25.7% |
| 3Y | +39.4% | +51.1% | -11.7% | +32.5% |
| 5Y | +40.8% | +62.6% | -21.8% | +31.9% |
| 10Y | +84.9% | +233.1% | -148.2% | +62.1% |
| All | +694.2% | +200.4% | +493.9% | +445.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling