+101.2%
AMKR vs THC
+33.0%
+68.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.5% | -3.7% |
| 7D | +5.5% | 0.0% | +5.5% | +5.5% |
| 30D | -8.6% | +1.5% | -10.2% | -8.5% |
| 3M | -28.7% | +59.9% | -88.6% | -31.9% |
| 6M | +13.3% | +11.0% | +2.3% | +16.3% |
| YTD | +26.1% | +32.6% | -6.5% | +24.1% |
| 1Y | +101.2% | +37.4% | +63.8% | +94.7% |
| All | +101.2% | +33.0% | +68.2% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling