+3,994.3%
CMG vs AMKR
+914.1%
+3,080.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -2.7% |
| 7D | -6.5% | +8.9% | -15.3% | -8.0% |
| 30D | +12.1% | -2.7% | +14.8% | +12.1% |
| 3M | +20.6% | -27.5% | +48.0% | +24.3% |
| 6M | +2.1% | +19.4% | -17.3% | -6.2% |
| YTD | -2.6% | +30.7% | -33.3% | -13.1% |
| 1Y | -8.7% | +107.9% | -116.6% | -26.7% |
| 3Y | -7.4% | +136.1% | -143.5% | -30.6% |
| 5Y | -5.7% | +96.6% | -102.3% | -29.0% |
| 10Y | +322.3% | +535.0% | -212.7% | +125.7% |
| All | +3,994.3% | +914.1% | +3,080.2% | +1,553.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling