-49.3%
AMKR vs THC
+49.7%
-99.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -3.3% |
| 7D | +21.7% | +0.1% | +21.6% | +21.8% |
| 30D | -22.0% | +7.5% | -29.5% | -19.4% |
| 3M | -33.1% | +7.5% | -40.6% | -30.7% |
| 6M | -49.3% | +46.4% | -95.8% | -43.0% |
| All | -49.3% | +49.7% | -99.0% | -43.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling