-50.0%
TE vs AMKR
+328.2%
-378.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.5% |
| 7D | +15.0% | +8.9% | +6.1% | +11.1% |
| 30D | -7.5% | -2.7% | -4.8% | -6.8% |
| 3M | -42.0% | -27.5% | -14.5% | -33.6% |
| 6M | -31.4% | +19.4% | -50.8% | -34.5% |
| YTD | -26.5% | +30.7% | -57.2% | -32.7% |
| 1Y | +153.1% | +107.9% | +45.2% | +93.4% |
| 3Y | -20.7% | +136.1% | -156.8% | -42.0% |
| 5Y | -45.4% | +96.6% | -142.1% | -60.3% |
| All | -50.0% | +328.2% | -378.2% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMKR.
Daily Out/Under-Performance
Portfolio return minus AMKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMKR 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 AMKR 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