-44.8%
TOST vs AMKR
+42.9%
-87.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | +3.0% | -8.4% | +11.3% | +4.7% |
| 30D | +10.3% | -29.8% | +40.1% | +19.7% |
| 3M | -3.3% | -34.7% | +31.4% | +5.4% |
| 6M | +37.8% | -54.9% | +92.7% | +59.2% |
| YTD | -2.8% | -12.3% | +9.5% | -18.7% |
| 1Y | -9.6% | -1.4% | -8.2% | -29.1% |
| 3Y | +144.6% | +51.1% | +93.6% | +33.7% |
| 5Y | -31.0% | +62.6% | -93.6% | -67.2% |
| All | -44.8% | +42.9% | -87.6% | -73.2% |
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 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