+1.9%
AMKR vs DD
+49.3%
-47.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.8% | -3.4% | -3.5% |
| 7D | -15.5% | +8.7% | -24.2% | -22.6% |
| 30D | -34.7% | +15.3% | -50.1% | -43.9% |
| 3M | -36.1% | +5.9% | -42.0% | -39.9% |
| 6M | -49.6% | +11.6% | -61.2% | -54.9% |
| YTD | -9.2% | +26.5% | -35.8% | -31.5% |
| 1Y | +1.9% | +35.4% | -33.5% | -27.1% |
| All | +1.9% | +49.3% | -47.5% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling