+286.9%
AMKR vs TT
+4,780.4%
-4,493.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.2% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -11.1% | -7.2% | -4.0% | -6.5% |
| 3M | -35.2% | -3.0% | -32.2% | -32.9% |
| 6M | +4.9% | +1.4% | +3.5% | +6.5% |
| YTD | +21.6% | +15.9% | +5.7% | +12.7% |
| 1Y | +98.0% | +9.4% | +88.6% | +90.5% |
| 3Y | +77.8% | +124.4% | -46.5% | +7.1% |
| 5Y | +79.9% | +138.0% | -58.1% | +4.1% |
| 10Y | +456.9% | +886.4% | -429.5% | +36.4% |
| All | +286.9% | +4,780.4% | -4,493.4% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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