+163.3%
CLF vs AMKR
+316.3%
-152.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.4% |
| 7D | +7.6% | 0.0% | +7.6% | +7.6% |
| 30D | -1.2% | -11.1% | +10.0% | +1.3% |
| 3M | -13.4% | -35.2% | +21.8% | -6.6% |
| 6M | +15.4% | +4.9% | +10.5% | +10.0% |
| YTD | -5.9% | +21.6% | -27.5% | -14.5% |
| 1Y | +18.8% | +98.0% | -79.2% | -4.7% |
| 3Y | -19.4% | +77.8% | -97.2% | -35.4% |
| 5Y | -47.7% | +79.9% | -127.6% | -59.0% |
| 10Y | +130.4% | +456.9% | -326.5% | +36.8% |
| All | +163.3% | +316.3% | -152.9% | +20.3% |
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