+286.9%
AMKR vs TXT
+171.8%
+115.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.0% |
| 7D | 0.0% | -4.8% | +4.7% | +2.6% |
| 30D | -11.1% | -10.6% | -0.5% | -5.6% |
| 3M | -35.2% | -13.2% | -22.0% | -29.5% |
| 6M | +4.9% | -20.3% | +25.2% | +19.4% |
| YTD | +21.6% | -9.3% | +30.8% | +28.4% |
| 1Y | +98.0% | -2.7% | +100.7% | +101.6% |
| 3Y | +77.8% | +1.4% | +76.5% | +77.0% |
| 5Y | +79.9% | +9.6% | +70.3% | +73.3% |
| 10Y | +456.9% | +94.9% | +362.0% | +280.5% |
| All | +286.9% | +171.8% | +115.1% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling