-44.5%
TOST vs AMKR
+36.0%
-80.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.6% | -9.0% | -3.4% |
| 7D | +9.4% | -16.9% | +26.3% | +14.1% |
| 30D | +13.5% | -37.2% | +50.7% | +27.0% |
| 3M | -0.1% | -39.3% | +39.1% | +11.0% |
| 6M | +22.5% | -57.4% | +79.8% | +42.9% |
| YTD | -2.4% | -16.5% | +14.1% | -17.3% |
| 1Y | -4.7% | -6.0% | +1.3% | -24.3% |
| 3Y | +103.2% | +46.2% | +57.1% | +11.5% |
| 5Y | -41.2% | +49.3% | -90.6% | -71.2% |
| All | -44.5% | +36.0% | -80.6% | -72.7% |
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