+528.2%
AMKR vs TECK
+377.7%
+150.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.1% |
| 7D | +8.3% | -3.8% | +12.1% | +10.2% |
| 30D | -6.8% | +0.7% | -7.5% | -7.3% |
| 3M | -31.9% | +4.6% | -36.6% | -33.0% |
| 6M | +18.4% | +25.1% | -6.8% | +8.6% |
| YTD | +31.7% | +39.2% | -7.5% | +15.4% |
| 1Y | +105.2% | +60.3% | +44.9% | +69.5% |
| 3Y | +147.7% | +62.9% | +84.8% | +97.6% |
| 5Y | +99.4% | +181.5% | -82.1% | +17.9% |
| All | +528.2% | +377.7% | +150.5% | +179.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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