+100.8%
AMKR vs TLN
+571.8%
-471.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -2.4% |
| 7D | +5.5% | +2.0% | +3.5% | +4.7% |
| 30D | -8.6% | -12.9% | +4.3% | -2.9% |
| 3M | -28.7% | -7.4% | -21.3% | -25.1% |
| 6M | +13.3% | -6.0% | +19.3% | +17.5% |
| YTD | +26.1% | -16.9% | +43.0% | +35.6% |
| 1Y | +101.2% | -22.6% | +123.8% | +121.7% |
| 3Y | +127.7% | +469.0% | -341.3% | +31.0% |
| All | +100.8% | +571.8% | -471.0% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling