+147.7%
AMKR vs DD
+41.1%
+106.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.6% |
| 7D | +8.3% | -3.5% | +11.8% | +11.1% |
| 30D | -6.8% | -11.7% | +4.9% | +2.4% |
| 3M | -31.9% | -9.2% | -22.7% | -26.9% |
| 6M | +18.4% | -7.2% | +25.5% | +26.2% |
| YTD | +31.7% | +6.6% | +25.1% | +28.1% |
| 1Y | +105.2% | +32.0% | +73.2% | +73.2% |
| 3Y | +147.7% | +42.1% | +105.6% | +98.7% |
| All | +147.7% | +41.1% | +106.6% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling