+59.3%
AMKR vs TMF
-88.4%
+147.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.1% | +6.6% | +6.6% |
| 7D | -5.3% | +0.6% | -5.9% | -5.3% |
| 30D | -28.7% | +16.3% | -45.1% | -29.0% |
| 3M | -36.6% | -2.7% | -33.9% | -36.5% |
| 6M | -54.2% | -13.2% | -41.0% | -54.0% |
| YTD | -10.9% | -16.7% | +5.8% | -10.5% |
| 1Y | +1.3% | -22.7% | +24.1% | +1.9% |
| 3Y | +60.0% | -26.1% | +86.1% | +60.1% |
| 5Y | +59.3% | -88.4% | +147.7% | +24.9% |
| All | +59.3% | -88.4% | +147.7% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling