+98.0%
AMKR vs TXT
-1.0%
+99.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.1% |
| 7D | 0.0% | -4.8% | +4.7% | +3.9% |
| 30D | -11.1% | -10.6% | -0.5% | -2.9% |
| 3M | -35.2% | -13.2% | -22.0% | -25.9% |
| 6M | +4.9% | -20.3% | +25.2% | +25.4% |
| YTD | +21.6% | -9.3% | +30.8% | +31.5% |
| 1Y | +98.0% | -2.7% | +100.7% | +103.8% |
| All | +98.0% | -1.0% | +99.0% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling