+528.2%
AMKR vs DLR
+177.5%
+350.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +3.6% |
| 7D | +8.3% | +0.1% | +8.2% | +8.3% |
| 30D | -6.8% | -4.3% | -2.5% | -4.4% |
| 3M | -31.9% | +3.8% | -35.8% | -33.1% |
| 6M | +18.4% | +5.8% | +12.5% | +15.6% |
| YTD | +31.7% | +23.5% | +8.1% | +19.3% |
| 1Y | +105.2% | +11.1% | +94.2% | +96.1% |
| 3Y | +147.7% | +57.9% | +89.9% | +102.6% |
| 5Y | +99.4% | +44.0% | +55.4% | +64.1% |
| All | +528.2% | +177.5% | +350.7% | +334.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling