-5.6%
TLT vs AMKR
+0.7%
-6.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +0.8% |
| 7D | +1.0% | -15.5% | +16.5% | +1.0% |
| 30D | +6.0% | -34.7% | +40.8% | +6.4% |
| 3M | -0.9% | -36.1% | +35.2% | -0.6% |
| 6M | -2.3% | -49.6% | +47.3% | -2.0% |
| YTD | -3.3% | -9.2% | +5.9% | -3.6% |
| 1Y | -5.6% | +1.9% | -7.5% | -5.6% |
| All | -5.6% | +0.7% | -6.3% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling