+78.7%
CME vs AMKR
+88.0%
-9.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | -0.3% |
| 7D | -2.4% | +5.5% | -7.9% | -2.2% |
| 30D | +6.2% | -8.6% | +14.8% | +6.0% |
| 3M | +4.4% | -28.7% | +33.1% | +3.7% |
| 6M | -9.6% | +13.3% | -22.9% | -9.5% |
| YTD | +3.8% | +26.1% | -22.3% | +3.9% |
| 1Y | +9.5% | +101.2% | -91.7% | +9.6% |
| 3Y | +51.9% | +127.7% | -75.8% | +48.8% |
| 5Y | +78.7% | +90.9% | -12.2% | +75.2% |
| All | +78.7% | +88.0% | -9.3% | +75.2% |
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