+310.8%
AMKR vs TSEM
+57.4%
+253.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +6.5% |
| 7D | +11.1% | +10.4% | +0.7% | +7.6% |
| 30D | -8.1% | -12.9% | +4.9% | -3.8% |
| 3M | -25.6% | -9.2% | -16.4% | -22.9% |
| 6M | +22.5% | +98.8% | -76.3% | -2.0% |
| YTD | +29.1% | +87.2% | -58.1% | +4.9% |
| 1Y | +105.7% | +239.0% | -133.3% | +39.1% |
| 3Y | +133.2% | +679.5% | -546.3% | +22.0% |
| 5Y | +98.5% | +667.3% | -568.7% | +3.8% |
| 10Y | +490.6% | +1,301.0% | -810.4% | +164.5% |
| All | +310.8% | +57.4% | +253.5% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling