+93.6%
AMKR vs TLN
+583.6%
-489.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | +0.1% |
| 7D | 0.0% | +7.1% | -7.1% | -3.0% |
| 30D | -11.1% | -3.9% | -7.3% | -9.5% |
| 3M | -35.2% | -16.2% | -19.0% | -29.4% |
| 6M | +4.9% | -5.8% | +10.7% | +8.6% |
| YTD | +21.6% | -15.4% | +37.0% | +29.7% |
| 1Y | +98.0% | -16.7% | +114.7% | +112.3% |
| 3Y | +77.8% | +473.8% | -395.9% | +1.9% |
| All | +93.6% | +583.6% | -489.9% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling