+442.6%
AMKR vs DBX
+22.6%
+420.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +3.0% | +3.9% |
| 7D | +8.3% | +2.1% | +6.2% | +7.4% |
| 30D | -6.8% | +5.7% | -12.5% | -9.0% |
| 3M | -31.9% | +31.8% | -63.7% | -40.2% |
| 6M | +18.4% | +37.5% | -19.1% | +0.3% |
| YTD | +31.7% | +27.9% | +3.8% | +14.4% |
| 1Y | +105.2% | +15.0% | +90.2% | +85.7% |
| 3Y | +147.7% | +27.2% | +120.6% | +107.1% |
| 5Y | +99.4% | +12.8% | +86.6% | +70.6% |
| All | +442.6% | +22.6% | +420.0% | +274.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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