+59.4%
AMKR vs DLR
+54.1%
+5.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -1.1% |
| 7D | +10.0% | +3.3% | +6.7% | +7.1% |
| 30D | -19.4% | +4.6% | -24.0% | -21.8% |
| 3M | -37.4% | -8.3% | -29.1% | -32.1% |
| 6M | -51.5% | -5.6% | -45.8% | -48.7% |
| YTD | -8.1% | +18.7% | -26.8% | -18.8% |
| 1Y | +13.8% | +17.1% | -3.3% | +1.6% |
| 3Y | +59.4% | +54.4% | +5.0% | +16.2% |
| All | +59.4% | +54.1% | +5.3% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling