+286.9%
AMKR vs TYL
+3,306.1%
-3,019.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +2.9% |
| 7D | 0.0% | -3.7% | +3.6% | +1.0% |
| 30D | -11.1% | +18.7% | -29.9% | -15.8% |
| 3M | -35.2% | +18.1% | -53.3% | -40.0% |
| 6M | +4.9% | -1.1% | +6.0% | +1.2% |
| YTD | +21.6% | -19.8% | +41.4% | +23.7% |
| 1Y | +98.0% | -34.3% | +132.4% | +112.7% |
| 3Y | +77.8% | -8.2% | +86.1% | +71.0% |
| 5Y | +79.9% | -25.4% | +105.3% | +84.2% |
| 10Y | +456.9% | +115.6% | +341.3% | +332.6% |
| All | +286.9% | +3,306.1% | -3,019.2% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling