+504.3%
AMKR vs TXG
+27.0%
+477.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.3% | +1.1% | +3.5% |
| 7D | +8.3% | +9.5% | -1.2% | +5.5% |
| 30D | -6.8% | +18.8% | -25.5% | -11.6% |
| 3M | -31.9% | +136.1% | -168.1% | -48.0% |
| 6M | +18.4% | +235.2% | -216.9% | -19.5% |
| YTD | +31.7% | +320.5% | -288.9% | -16.6% |
| 1Y | +105.2% | +425.2% | -319.9% | +19.7% |
| 3Y | +147.7% | +42.9% | +104.8% | +89.4% |
| 5Y | +99.4% | -62.8% | +162.2% | +103.8% |
| All | +504.3% | +27.0% | +477.3% | +359.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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