+286.9%
AMKR vs D
+1,017.8%
-730.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | 0.0% | +1.5% | -1.5% | -0.5% |
| 30D | -11.1% | -2.6% | -8.6% | -10.4% |
| 3M | -35.2% | 0.0% | -35.2% | -35.4% |
| 6M | +4.9% | +7.4% | -2.5% | +1.4% |
| YTD | +21.6% | +15.9% | +5.7% | +14.3% |
| 1Y | +98.0% | +18.1% | +79.9% | +84.1% |
| 3Y | +77.8% | +58.4% | +19.5% | +45.2% |
| 5Y | +79.9% | +5.2% | +74.7% | +67.8% |
| 10Y | +456.9% | +35.9% | +421.0% | +351.8% |
| All | +286.9% | +1,017.8% | -730.9% | +132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling