+179.2%
AMKR vs TYL
+3,845.4%
-3,666.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -8.4% | +4.3% | -12.7% | -9.7% |
| 30D | -29.8% | +28.0% | -57.8% | -35.1% |
| 3M | -34.7% | +32.3% | -67.0% | -40.8% |
| 6M | -54.9% | +29.9% | -84.8% | -60.0% |
| YTD | -12.3% | -7.1% | -5.1% | -15.6% |
| 1Y | -1.4% | -9.2% | +7.8% | -4.7% |
| 3Y | +51.1% | +0.7% | +50.4% | +39.7% |
| 5Y | +62.6% | -21.1% | +83.6% | +61.6% |
| 10Y | +233.1% | +180.8% | +52.3% | +137.6% |
| All | +179.2% | +3,845.4% | -3,666.1% | -11.7% |
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