-7.1%
CMG vs AMKR
+135.2%
-142.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.2% |
| 7D | -2.1% | +8.3% | -10.3% | -2.8% |
| 30D | +10.9% | -6.8% | +17.7% | +11.4% |
| 3M | +15.8% | -31.9% | +47.8% | +18.3% |
| 6M | +6.9% | +18.4% | -11.4% | -0.7% |
| YTD | -2.2% | +31.7% | -33.8% | -11.6% |
| 1Y | -7.1% | +105.2% | -112.3% | -23.2% |
| 3Y | -7.1% | +147.7% | -154.9% | -29.8% |
| All | -7.1% | +135.2% | -142.3% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling