+147.9%
AMKR vs TDY
+7,056.0%
-6,908.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +3.8% |
| 7D | +8.3% | -1.1% | +9.4% | +8.9% |
| 30D | -6.8% | -12.0% | +5.3% | -0.2% |
| 3M | -31.9% | -3.2% | -28.7% | -30.2% |
| 6M | +18.4% | -7.9% | +26.2% | +25.1% |
| YTD | +31.7% | +18.2% | +13.4% | +22.5% |
| 1Y | +105.2% | +6.7% | +98.6% | +101.4% |
| 3Y | +147.7% | +47.5% | +100.2% | +106.4% |
| 5Y | +99.4% | +39.5% | +59.9% | +72.8% |
| 10Y | +539.7% | +477.2% | +62.5% | +196.1% |
| All | +147.9% | +7,056.0% | -6,908.1% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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