+127.4%
TLT vs AMKR
+1,173.5%
-1,046.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | +0.3% |
| 7D | -1.6% | +8.3% | -9.9% | -1.3% |
| 30D | -1.1% | -6.8% | +5.6% | -1.3% |
| 3M | -4.9% | -31.9% | +27.1% | -5.8% |
| 6M | -5.0% | +18.4% | -23.4% | -3.6% |
| YTD | -4.4% | +31.7% | -36.0% | -2.4% |
| 1Y | -6.4% | +105.2% | -111.6% | -2.4% |
| 3Y | -2.0% | +147.7% | -149.7% | +4.0% |
| 5Y | -35.0% | +99.4% | -134.3% | -30.9% |
| 10Y | -20.7% | +539.7% | -560.3% | -7.7% |
| All | +127.4% | +1,173.5% | -1,046.1% | +196.8% |
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