+528.2%
AMKR vs TNA
+86.1%
+442.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.4% | +3.9% |
| 7D | +8.3% | -7.3% | +15.6% | +12.2% |
| 30D | -6.8% | -14.2% | +7.4% | +0.4% |
| 3M | -31.9% | -4.6% | -27.4% | -29.8% |
| 6M | +18.4% | +36.9% | -18.6% | +3.4% |
| YTD | +31.7% | +42.5% | -10.9% | +13.1% |
| 1Y | +105.2% | +45.8% | +59.5% | +74.1% |
| 3Y | +147.7% | +104.7% | +43.1% | +60.5% |
| 5Y | +99.4% | -21.7% | +121.1% | +76.1% |
| All | +528.2% | +86.1% | +442.1% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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