+90.9%
AMKR vs TSEM
+610.6%
-519.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.9% | +0.4% | -1.4% |
| 7D | +5.5% | +0.9% | +4.6% | +4.7% |
| 30D | -8.6% | -16.6% | +8.0% | +0.9% |
| 3M | -28.7% | -10.9% | -17.8% | -24.3% |
| 6M | +13.3% | +78.0% | -64.7% | -20.9% |
| YTD | +26.1% | +77.2% | -51.1% | -12.7% |
| 1Y | +101.2% | +207.6% | -106.4% | +2.0% |
| 3Y | +127.7% | +637.8% | -510.1% | -31.2% |
| 5Y | +90.9% | +617.0% | -526.1% | -42.9% |
| All | +90.9% | +610.6% | -519.7% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling