+158.3%
CLF vs AMKR
+205.0%
-46.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.6% | +0.3% | +5.4% |
| 7D | -14.1% | -5.3% | -8.8% | -12.8% |
| 30D | -5.5% | -28.7% | +23.2% | +2.3% |
| 3M | 0.0% | -36.6% | +36.6% | +10.5% |
| 6M | +11.3% | -54.2% | +65.4% | +29.2% |
| YTD | -7.7% | -10.9% | +3.2% | -10.2% |
| 1Y | +17.5% | +1.3% | +16.2% | +10.5% |
| 3Y | -25.4% | +60.0% | -85.4% | -38.7% |
| 5Y | -46.0% | +59.3% | -105.2% | -56.3% |
| 10Y | +80.1% | +237.3% | -157.2% | +18.6% |
| All | +158.3% | +205.0% | -46.7% | +26.3% |
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