+1,210.7%
AMKR vs TMF
-68.9%
+1,279.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | 0.0% | -1.4% | +1.4% | -0.3% |
| 30D | -11.1% | -2.8% | -8.3% | -11.5% |
| 3M | -35.2% | -10.9% | -24.3% | -36.3% |
| 6M | +4.9% | -21.3% | +26.2% | +0.7% |
| YTD | +21.6% | -15.9% | +37.5% | +18.3% |
| 1Y | +98.0% | -15.7% | +113.8% | +93.3% |
| 3Y | +77.8% | -43.4% | +121.2% | +64.5% |
| 5Y | +79.9% | -87.8% | +167.6% | +22.5% |
| 10Y | +456.9% | -86.7% | +543.6% | +332.1% |
| All | +1,210.7% | -68.9% | +1,279.6% | +1,580.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling