+931.1%
AMKR vs TECK
+2,212.2%
-1,281.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +2.0% |
| 7D | +8.9% | +4.9% | +4.0% | +7.1% |
| 30D | -2.7% | +5.2% | -7.9% | -4.5% |
| 3M | -27.5% | +13.8% | -41.2% | -30.1% |
| 6M | +19.4% | +38.5% | -19.1% | +8.2% |
| YTD | +30.7% | +47.3% | -16.6% | +15.9% |
| 1Y | +107.9% | +81.0% | +26.9% | +72.2% |
| 3Y | +136.1% | +79.9% | +56.2% | +92.5% |
| 5Y | +96.6% | +207.9% | -111.3% | +28.0% |
| 10Y | +535.0% | +389.5% | +145.5% | +221.9% |
| All | +931.1% | +2,212.2% | -1,281.0% | +229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling