+223.2%
AMKR vs TMF
-81.8%
+305.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.8% |
| 7D | -8.4% | -1.1% | -7.3% | -8.4% |
| 30D | -29.8% | +11.8% | -41.6% | -29.1% |
| 3M | -34.7% | -4.0% | -30.6% | -34.7% |
| 6M | -54.9% | -16.5% | -38.3% | -55.4% |
| YTD | -12.3% | -19.9% | +7.6% | -13.6% |
| 1Y | -1.4% | -25.6% | +24.2% | -3.5% |
| 3Y | +51.1% | -29.9% | +80.9% | +49.0% |
| 5Y | +62.6% | -88.2% | +150.8% | +20.6% |
| All | +223.2% | -81.8% | +305.0% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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