+934.4%
AMKR vs DLR
+3,595.6%
-2,661.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.6% |
| 7D | 0.0% | +1.6% | -1.6% | -0.9% |
| 30D | -11.1% | -3.4% | -7.8% | -9.3% |
| 3M | -35.2% | +0.5% | -35.7% | -35.3% |
| 6M | +4.9% | +4.6% | +0.3% | +2.9% |
| YTD | +21.6% | +23.4% | -1.8% | +9.2% |
| 1Y | +98.0% | +19.0% | +79.0% | +81.4% |
| 3Y | +77.8% | +56.5% | +21.3% | +41.2% |
| 5Y | +79.9% | +33.3% | +46.6% | +51.0% |
| 10Y | +456.9% | +165.1% | +291.7% | +202.2% |
| All | +934.4% | +3,595.6% | -2,661.3% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling