+735.8%
AMKR vs TRU
+225.6%
+510.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +5.5% | -9.4% | +14.9% | +10.6% |
| 30D | -8.6% | -4.1% | -4.5% | -7.5% |
| 3M | -28.7% | +13.6% | -42.3% | -37.0% |
| 6M | +13.3% | +3.6% | +9.7% | +3.9% |
| YTD | +26.1% | -9.8% | +35.9% | +23.0% |
| 1Y | +101.2% | -13.6% | +114.8% | +99.4% |
| 3Y | +127.7% | -2.0% | +129.7% | +96.7% |
| 5Y | +90.9% | -35.8% | +126.7% | +113.0% |
| 10Y | +512.5% | +142.9% | +369.6% | +254.8% |
| All | +735.8% | +225.6% | +510.2% | +342.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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