+108.1%
AMKR vs TLN
+589.3%
-481.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +2.1% |
| 7D | +8.9% | +5.8% | +3.0% | +6.2% |
| 30D | -2.7% | -6.9% | +4.2% | +0.5% |
| 3M | -27.5% | -10.9% | -16.6% | -22.9% |
| 6M | +19.4% | -4.6% | +24.0% | +22.9% |
| YTD | +30.7% | -14.7% | +45.4% | +38.9% |
| 1Y | +107.9% | -17.9% | +125.8% | +123.9% |
| 3Y | +136.1% | +483.9% | -347.8% | +34.3% |
| All | +108.1% | +589.3% | -481.2% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling