+9.3%
CME vs AMKR
+103.7%
-94.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.0% | -0.1% |
| 7D | -1.6% | 0.0% | -1.5% | -1.6% |
| 30D | +6.2% | -11.1% | +17.4% | +5.3% |
| 3M | +10.4% | -35.2% | +45.6% | +7.5% |
| 6M | -9.5% | +4.9% | -14.4% | -7.8% |
| YTD | +6.0% | +21.6% | -15.6% | +9.2% |
| 1Y | +9.3% | +98.0% | -88.8% | +17.9% |
| All | +9.3% | +103.7% | -94.4% | +17.9% |
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