+252.0%
AMKR vs TYL
+183.3%
+68.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | +21.7% | -1.6% | +23.3% | +22.5% |
| 30D | -22.0% | +22.1% | -44.1% | -29.4% |
| 3M | -33.1% | +33.4% | -66.5% | -42.8% |
| 6M | -49.3% | +36.8% | -86.1% | -59.5% |
| YTD | -5.5% | -6.7% | +1.2% | -8.3% |
| 1Y | +8.4% | -9.2% | +17.7% | +6.8% |
| 3Y | +62.7% | +1.2% | +61.5% | +39.7% |
| 5Y | +70.5% | -23.0% | +93.5% | +75.0% |
| All | +252.0% | +183.3% | +68.8% | +39.8% |
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