+528.2%
AMKR vs TSEM
+1,313.0%
-784.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.8% | +3.5% |
| 7D | +8.3% | -4.9% | +13.2% | +11.5% |
| 30D | -6.8% | -18.7% | +12.0% | +5.3% |
| 3M | -31.9% | -18.1% | -13.8% | -24.1% |
| 6M | +18.4% | +77.1% | -58.7% | -20.7% |
| YTD | +31.7% | +80.1% | -48.5% | -13.9% |
| 1Y | +105.2% | +220.4% | -115.1% | -6.5% |
| 3Y | +147.7% | +650.1% | -502.3% | -36.7% |
| 5Y | +99.4% | +628.9% | -529.5% | -50.6% |
| All | +528.2% | +1,313.0% | -784.8% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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