+90.9%
AMKR vs DD
+57.4%
+33.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -3.2% |
| 7D | +5.5% | -2.9% | +8.4% | +8.0% |
| 30D | -8.6% | -11.5% | +2.9% | +1.1% |
| 3M | -28.7% | -5.4% | -23.3% | -25.4% |
| 6M | +13.3% | -6.9% | +20.2% | +20.9% |
| YTD | +26.1% | +6.9% | +19.2% | +20.8% |
| 1Y | +101.2% | +35.6% | +65.6% | +59.2% |
| 3Y | +127.7% | +42.5% | +85.2% | +67.1% |
| 5Y | +90.9% | +58.5% | +32.4% | +32.3% |
| All | +90.9% | +57.4% | +33.5% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling