+73.1%
CME vs AMKR
+64.2%
+8.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +0.7% |
| 7D | +3.9% | +10.0% | -6.1% | +4.4% |
| 30D | +11.3% | -19.4% | +30.8% | +10.6% |
| 3M | +19.6% | -37.4% | +56.9% | +17.9% |
| 6M | +8.1% | -51.5% | +59.5% | +6.3% |
| YTD | +20.4% | -8.1% | +28.5% | +19.4% |
| 1Y | +16.5% | +13.8% | +2.7% | +15.6% |
| 3Y | +66.4% | +59.4% | +7.1% | +61.8% |
| All | +73.1% | +64.2% | +8.9% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling