+242.5%
AMKR vs TAP
-46.0%
+288.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -6.0% | -3.5% |
| 7D | +10.0% | +1.3% | +8.8% | +9.6% |
| 30D | -19.4% | +5.7% | -25.2% | -21.1% |
| 3M | -37.4% | -1.9% | -35.4% | -37.7% |
| 6M | -51.5% | +0.9% | -52.4% | -52.8% |
| YTD | -8.1% | -9.5% | +1.4% | -8.3% |
| 1Y | +13.8% | -9.0% | +22.8% | +13.1% |
| 3Y | +59.4% | -22.2% | +81.6% | +63.7% |
| 5Y | +65.9% | +1.2% | +64.6% | +47.5% |
| All | +242.5% | -46.0% | +288.5% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling