+19.6%
CME vs AMKR
+0.7%
+18.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.6% | +0.8% |
| 7D | +4.8% | -15.5% | +20.4% | +2.9% |
| 30D | +14.2% | -34.7% | +48.9% | +9.5% |
| 3M | +17.9% | -36.1% | +54.0% | +13.3% |
| 6M | +7.2% | -49.6% | +56.8% | +2.3% |
| YTD | +16.7% | -9.2% | +26.0% | +17.4% |
| 1Y | +19.6% | +1.9% | +17.7% | +22.5% |
| All | +19.6% | +0.7% | +18.9% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling