-34.5%
TLT vs AMKR
+64.2%
-98.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.4% |
| 7D | -3.1% | +10.0% | -13.1% | -3.1% |
| 30D | +1.0% | -19.4% | +20.5% | +1.1% |
| 3M | -2.7% | -37.4% | +34.6% | -2.5% |
| 6M | -4.1% | -51.5% | +47.3% | -3.9% |
| YTD | -5.4% | -8.1% | +2.7% | -5.4% |
| 1Y | -7.0% | +13.8% | -20.8% | -7.2% |
| 3Y | +2.8% | +59.4% | -56.6% | +2.2% |
| All | -34.5% | +64.2% | -98.7% | -34.0% |
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