+319.0%
AMKR vs DGX
+6,840.6%
-6,521.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.8% | +3.8% |
| 7D | +8.3% | -0.9% | +9.2% | +8.7% |
| 30D | -6.8% | -1.2% | -5.6% | -6.4% |
| 3M | -31.9% | +15.8% | -47.7% | -36.5% |
| 6M | +18.4% | +18.2% | +0.2% | +8.8% |
| YTD | +31.7% | +37.2% | -5.5% | +13.3% |
| 1Y | +105.2% | +30.4% | +74.9% | +79.8% |
| 3Y | +147.7% | +96.7% | +51.0% | +78.9% |
| 5Y | +99.4% | +67.2% | +32.2% | +52.4% |
| 10Y | +539.7% | +253.9% | +285.8% | +254.9% |
| All | +319.0% | +6,840.6% | -6,521.6% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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