+90.9%
AMKR vs DG
-39.4%
+130.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.3% | -3.5% |
| 7D | +5.5% | -6.3% | +11.8% | +5.7% |
| 30D | -8.6% | +2.4% | -11.0% | -8.7% |
| 3M | -28.7% | +12.4% | -41.1% | -29.4% |
| 6M | +13.3% | -14.9% | +28.2% | +14.5% |
| YTD | +26.1% | -6.1% | +32.1% | +26.3% |
| 1Y | +101.2% | +17.9% | +83.3% | +97.2% |
| 3Y | +127.7% | +3.1% | +124.6% | +124.5% |
| 5Y | +90.9% | -38.7% | +129.5% | +104.0% |
| All | +90.9% | -39.4% | +130.3% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling