+286.9%
AMKR vs THC
+165.6%
+121.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | 0.0% | -0.7% | +0.6% | +0.1% |
| 30D | -11.1% | +1.3% | -12.4% | -11.5% |
| 3M | -35.2% | +64.2% | -99.4% | -43.4% |
| 6M | +4.9% | +8.3% | -3.4% | +0.7% |
| YTD | +21.6% | +33.4% | -11.8% | +10.7% |
| 1Y | +98.0% | +37.7% | +60.4% | +78.1% |
| 3Y | +77.8% | +236.8% | -158.9% | +26.5% |
| 5Y | +79.9% | +249.3% | -169.4% | +22.4% |
| 10Y | +456.9% | +995.2% | -538.4% | +152.3% |
| All | +286.9% | +165.6% | +121.3% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling