+286.9%
AMKR vs DAR
+714.9%
-427.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +1.9% |
| 7D | 0.0% | +1.4% | -1.4% | -0.3% |
| 30D | -11.1% | +12.8% | -23.9% | -12.7% |
| 3M | -35.2% | +7.4% | -42.5% | -35.8% |
| 6M | +4.9% | +22.3% | -17.4% | +2.0% |
| YTD | +21.6% | +81.1% | -59.5% | +12.4% |
| 1Y | +98.0% | +106.5% | -8.5% | +79.9% |
| 3Y | +77.8% | +5.3% | +72.5% | +73.3% |
| 5Y | +79.9% | -11.5% | +91.4% | +78.2% |
| 10Y | +456.9% | +353.3% | +103.5% | +365.8% |
| All | +286.9% | +714.9% | -427.9% | +330.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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