+315.9%
AMKR vs DE
+3,947.2%
-3,631.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.5% |
| 7D | +8.9% | -3.0% | +11.9% | +10.6% |
| 30D | -2.7% | +11.1% | -13.8% | -8.7% |
| 3M | -27.5% | +17.6% | -45.1% | -34.1% |
| 6M | +19.4% | +13.6% | +5.8% | +10.1% |
| YTD | +30.7% | +46.3% | -15.6% | +4.3% |
| 1Y | +107.9% | +44.2% | +63.7% | +66.7% |
| 3Y | +136.1% | +76.6% | +59.5% | +67.8% |
| 5Y | +96.6% | +98.2% | -1.6% | +27.2% |
| 10Y | +535.0% | +863.5% | -328.5% | +78.8% |
| All | +315.9% | +3,947.2% | -3,631.3% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling