+259.4%
AMKR vs TEL
+707.2%
-447.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +5.5% | -2.3% | +7.8% | +7.6% |
| 30D | -8.6% | -6.1% | -2.6% | -3.6% |
| 3M | -28.7% | +1.7% | -30.4% | -30.2% |
| 6M | +13.3% | +1.6% | +11.7% | +10.4% |
| YTD | +26.1% | -9.1% | +35.1% | +34.5% |
| 1Y | +101.2% | -1.7% | +102.9% | +101.4% |
| 3Y | +127.7% | +67.3% | +60.4% | +43.0% |
| 5Y | +90.9% | +52.1% | +38.8% | +34.7% |
| 10Y | +512.5% | +299.3% | +213.1% | +106.3% |
| All | +259.4% | +707.2% | -447.8% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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