+137.2%
AMKR vs DG
+3.3%
+133.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.3% | -3.6% |
| 7D | +5.5% | -6.3% | +11.8% | +5.0% |
| 30D | -8.6% | +2.4% | -11.0% | -8.4% |
| 3M | -28.7% | +12.4% | -41.1% | -28.3% |
| 6M | +13.3% | -14.9% | +28.2% | +13.6% |
| YTD | +26.1% | -6.1% | +32.1% | +26.6% |
| 1Y | +101.2% | +17.9% | +83.3% | +102.7% |
| All | +137.2% | +3.3% | +133.9% | +145.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling