+233.1%
AMKR vs TYL
+169.5%
+63.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.9% |
| 7D | -8.4% | +4.3% | -12.7% | -10.3% |
| 30D | -29.8% | +28.0% | -57.8% | -37.8% |
| 3M | -34.7% | +32.3% | -67.0% | -44.0% |
| 6M | -54.9% | +29.9% | -84.8% | -62.9% |
| YTD | -12.3% | -7.1% | -5.1% | -14.7% |
| 1Y | -1.4% | -9.2% | +7.8% | -3.1% |
| 3Y | +51.1% | +0.7% | +50.4% | +29.9% |
| 5Y | +62.6% | -21.1% | +83.6% | +63.4% |
| 10Y | +233.1% | +180.8% | +52.3% | +36.9% |
| All | +233.1% | +169.5% | +63.5% | +36.9% |
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