+135.7%
AMKR vs PRU
+816.1%
-680.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -2.0% |
| 7D | -8.4% | +3.8% | -12.2% | -10.3% |
| 30D | -29.8% | +9.0% | -38.9% | -33.3% |
| 3M | -34.7% | +2.1% | -36.8% | -35.9% |
| 6M | -54.9% | +25.4% | -80.3% | -60.6% |
| YTD | -12.3% | +13.5% | -25.8% | -19.2% |
| 1Y | -1.4% | +21.3% | -22.8% | -12.2% |
| 3Y | +51.1% | +55.1% | -4.0% | +18.4% |
| 5Y | +62.6% | +43.6% | +19.0% | +32.6% |
| 10Y | +233.1% | +99.2% | +133.8% | +121.6% |
| All | +135.7% | +816.1% | -680.4% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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