+535.0%
AMKR vs TYL
+102.8%
+432.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.9% |
| 7D | +8.9% | -8.6% | +17.5% | +13.1% |
| 30D | -2.7% | +7.5% | -10.2% | -6.9% |
| 3M | -27.5% | +10.9% | -38.4% | -34.5% |
| 6M | +19.4% | -6.7% | +26.1% | +16.3% |
| YTD | +30.7% | -24.5% | +55.2% | +41.8% |
| 1Y | +107.9% | -38.6% | +146.5% | +154.6% |
| 3Y | +136.1% | -12.6% | +148.7% | +115.7% |
| 5Y | +96.6% | -28.2% | +124.8% | +102.1% |
| 10Y | +535.0% | +104.0% | +431.0% | +218.5% |
| All | +535.0% | +102.8% | +432.2% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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