+478.6%
AMKR vs TXG
+22.9%
+455.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.2% | -3.1% |
| 7D | +5.5% | +5.0% | +0.5% | +4.1% |
| 30D | -8.6% | +13.5% | -22.1% | -12.2% |
| 3M | -28.7% | +128.0% | -156.7% | -45.0% |
| 6M | +13.3% | +224.4% | -211.2% | -22.2% |
| YTD | +26.1% | +307.0% | -280.9% | -19.3% |
| 1Y | +101.2% | +427.2% | -326.1% | +17.2% |
| 3Y | +127.7% | +40.2% | +87.6% | +75.0% |
| 5Y | +90.9% | -64.0% | +154.9% | +97.0% |
| All | +478.6% | +22.9% | +455.7% | +344.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling