-20.8%
TLT vs AMKR
+519.6%
-540.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | -1.2% |
| 7D | -1.6% | +5.5% | -7.1% | -1.5% |
| 30D | -1.3% | -8.6% | +7.3% | -1.5% |
| 3M | -3.7% | -28.7% | +25.0% | -4.1% |
| 6M | -6.4% | +13.3% | -19.6% | -5.7% |
| YTD | -4.5% | +26.1% | -30.5% | -3.5% |
| 1Y | -5.9% | +101.2% | -107.1% | -3.7% |
| 3Y | -2.8% | +127.7% | -130.5% | +0.3% |
| 5Y | -35.1% | +90.9% | -125.9% | -32.7% |
| All | -20.8% | +519.6% | -540.4% | -12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling