+501.5%
AMKR vs TAP
-50.5%
+552.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +5.5% | -5.3% | +10.8% | +6.9% |
| 30D | -8.6% | -7.4% | -1.3% | -7.1% |
| 3M | -28.7% | -4.9% | -23.8% | -28.9% |
| 6M | +13.3% | -14.2% | +27.5% | +16.3% |
| YTD | +26.1% | -14.8% | +40.9% | +28.8% |
| 1Y | +101.2% | -18.1% | +119.3% | +107.1% |
| 3Y | +127.7% | -32.7% | +160.5% | +147.2% |
| 5Y | +90.9% | -0.5% | +91.4% | +70.3% |
| All | +501.5% | -50.5% | +552.0% | +509.5% |
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