+96.6%
AMKR vs THC
+258.2%
-161.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.9% | -2.6% | +0.3% |
| 7D | +8.9% | +4.1% | +4.8% | +7.8% |
| 30D | -2.7% | +3.5% | -6.2% | -3.7% |
| 3M | -27.5% | +61.7% | -89.2% | -38.1% |
| 6M | +19.4% | +11.8% | +7.5% | +13.5% |
| YTD | +30.7% | +35.4% | -4.7% | +16.5% |
| 1Y | +107.9% | +37.0% | +70.9% | +83.4% |
| 3Y | +136.1% | +260.1% | -124.0% | +44.8% |
| 5Y | +96.6% | +262.6% | -166.0% | +21.6% |
| All | +96.6% | +258.2% | -161.6% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling