+208.6%
AMKR vs TYL
+3,881.5%
-3,672.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.9% | +9.6% | +10.3% |
| 7D | +6.8% | +0.5% | +6.3% | +6.5% |
| 30D | -20.8% | +25.2% | -46.0% | -26.3% |
| 3M | -29.7% | +31.8% | -61.5% | -36.2% |
| 6M | -50.2% | +36.3% | -86.4% | -56.5% |
| YTD | -3.0% | -6.3% | +3.2% | -6.9% |
| 1Y | +12.0% | -9.5% | +21.4% | +8.4% |
| 3Y | +67.0% | +1.6% | +65.4% | +54.1% |
| 5Y | +76.5% | -21.8% | +98.3% | +76.0% |
| 10Y | +257.3% | +183.3% | +74.0% | +154.3% |
| All | +208.6% | +3,881.5% | -3,672.9% | -2.7% |
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