-34.9%
TLT vs AMKR
+101.8%
-136.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.6% |
| 7D | -0.3% | +8.9% | -9.1% | -0.3% |
| 30D | 0.0% | -2.7% | +2.7% | 0.0% |
| 3M | -2.9% | -27.5% | +24.6% | -2.8% |
| 6M | -6.3% | +19.4% | -25.7% | -6.3% |
| YTD | -3.3% | +30.7% | -34.1% | -3.4% |
| 1Y | -4.2% | +107.9% | -112.1% | -4.4% |
| 3Y | -1.7% | +136.1% | -137.8% | -2.0% |
| 5Y | -34.9% | +96.6% | -131.5% | -34.2% |
| All | -34.9% | +101.8% | -136.7% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling