+681.9%
AMKR vs DLR
+3,455.1%
-2,773.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -1.7% |
| 7D | +10.0% | +3.3% | +6.7% | +8.2% |
| 30D | -19.4% | +4.6% | -24.0% | -21.0% |
| 3M | -37.4% | -8.3% | -29.1% | -33.8% |
| 6M | -51.5% | -5.6% | -45.8% | -49.6% |
| YTD | -8.1% | +18.7% | -26.8% | -15.1% |
| 1Y | +13.8% | +17.1% | -3.3% | +5.9% |
| 3Y | +59.4% | +54.4% | +5.0% | +29.0% |
| 5Y | +65.9% | +36.5% | +29.4% | +39.3% |
| 10Y | +238.6% | +187.7% | +50.9% | +77.8% |
| All | +681.9% | +3,455.1% | -2,773.2% | -24.9% |
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