+535.0%
AMKR vs D
+34.1%
+500.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.6% |
| 7D | +8.9% | -0.4% | +9.3% | +8.9% |
| 30D | -2.7% | -2.1% | -0.6% | -2.3% |
| 3M | -27.5% | -0.7% | -26.7% | -27.5% |
| 6M | +19.4% | +5.6% | +13.8% | +17.3% |
| YTD | +30.7% | +14.6% | +16.1% | +25.9% |
| 1Y | +107.9% | +15.3% | +92.6% | +99.3% |
| 3Y | +136.1% | +59.1% | +77.0% | +103.7% |
| 5Y | +96.6% | +3.9% | +92.7% | +90.6% |
| 10Y | +535.0% | +38.5% | +496.5% | +496.0% |
| All | +535.0% | +34.1% | +500.9% | +496.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling