+1,757.6%
TMO vs AMKR
+350.8%
+1,406.8%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | +0.5% |
| 7D | -0.6% | +8.3% | -8.9% | -1.7% |
| 30D | +1.1% | -6.8% | +7.9% | +1.7% |
| 3M | +28.3% | -31.9% | +60.3% | +32.2% |
| 6M | +23.3% | +18.4% | +4.9% | +16.6% |
| YTD | +5.5% | +31.7% | -26.2% | -2.2% |
| 1Y | +24.5% | +105.2% | -80.7% | +7.9% |
| 3Y | +19.6% | +147.7% | -128.2% | -1.5% |
| 5Y | +8.1% | +99.4% | -91.2% | -10.5% |
| 10Y | +336.7% | +539.7% | -203.0% | +188.6% |
| All | +1,757.6% | +350.8% | +1,406.8% | +803.5% |
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