+998.2%
AMKR vs DLR
+3,617.4%
-2,619.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +5.9% |
| 7D | +11.1% | +3.4% | +7.7% | +9.1% |
| 30D | -8.1% | -2.2% | -5.8% | -6.7% |
| 3M | -25.6% | +4.7% | -30.3% | -27.3% |
| 6M | +22.5% | +9.0% | +13.5% | +17.5% |
| YTD | +29.1% | +24.1% | +5.0% | +15.6% |
| 1Y | +105.7% | +20.9% | +84.8% | +86.9% |
| 3Y | +133.2% | +60.0% | +73.2% | +83.4% |
| 5Y | +98.5% | +35.3% | +63.2% | +65.4% |
| 10Y | +490.6% | +165.8% | +324.9% | +220.3% |
| All | +998.2% | +3,617.4% | -2,619.2% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DLR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling