+1.9%
AMKR vs DE
+49.6%
-47.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.6% | -6.8% | -5.8% |
| 7D | -15.5% | +5.6% | -21.1% | -17.4% |
| 30D | -34.7% | -0.8% | -33.9% | -34.5% |
| 3M | -36.1% | +9.8% | -45.9% | -38.8% |
| 6M | -49.6% | +17.5% | -67.1% | -53.1% |
| YTD | -9.2% | +46.5% | -55.7% | -20.0% |
| 1Y | +1.9% | +46.1% | -44.2% | -10.4% |
| All | +1.9% | +49.6% | -47.8% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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