+109.8%
AMKR vs TTMI
+522.4%
-412.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.2% | +4.9% |
| 7D | +11.1% | +12.2% | -1.0% | +5.8% |
| 30D | -8.1% | -5.7% | -2.3% | -5.8% |
| 3M | -25.6% | -27.5% | +1.9% | -13.5% |
| 6M | +22.5% | +47.1% | -24.6% | +5.9% |
| YTD | +29.1% | +87.5% | -58.4% | -1.2% |
| 1Y | +105.7% | +175.2% | -69.5% | +33.2% |
| 3Y | +133.2% | +901.9% | -768.7% | -11.9% |
| 5Y | +98.5% | +843.5% | -744.9% | -24.6% |
| 10Y | +490.6% | +1,077.0% | -586.4% | +104.1% |
| All | +109.8% | +522.4% | -412.6% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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