+101.2%
AMKR vs TLN
-23.2%
+124.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -1.9% |
| 7D | +5.5% | +2.0% | +3.5% | +4.3% |
| 30D | -8.6% | -12.9% | +4.3% | -0.2% |
| 3M | -28.7% | -7.4% | -21.3% | -23.6% |
| 6M | +13.3% | -6.0% | +19.3% | +19.0% |
| YTD | +26.1% | -16.9% | +43.0% | +37.6% |
| 1Y | +101.2% | -22.6% | +123.8% | +145.5% |
| All | +101.2% | -23.2% | +124.3% | +145.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling