+528.2%
AMKR vs DG
+101.8%
+426.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.2% |
| 7D | +8.3% | -6.5% | +14.8% | +9.5% |
| 30D | -6.8% | +4.2% | -10.9% | -7.6% |
| 3M | -31.9% | +9.5% | -41.5% | -33.8% |
| 6M | +18.4% | -13.1% | +31.5% | +20.5% |
| YTD | +31.7% | -4.8% | +36.5% | +31.1% |
| 1Y | +105.2% | +20.6% | +84.6% | +92.4% |
| 3Y | +147.7% | +4.9% | +142.8% | +128.1% |
| 5Y | +99.4% | -37.9% | +137.2% | +118.7% |
| All | +528.2% | +101.8% | +426.4% | +354.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling