+528.2%
AMKR vs DLTR
+45.3%
+482.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.9% | +4.6% |
| 7D | +8.3% | -10.1% | +18.4% | +11.2% |
| 30D | -6.8% | -8.1% | +1.3% | -5.1% |
| 3M | -31.9% | +2.9% | -34.8% | -33.7% |
| 6M | +18.4% | +4.3% | +14.0% | +13.5% |
| YTD | +31.7% | -3.9% | +35.6% | +29.1% |
| 1Y | +105.2% | +18.9% | +86.3% | +87.4% |
| 3Y | +147.7% | +1.9% | +145.8% | +127.4% |
| 5Y | +99.4% | +31.0% | +68.4% | +56.1% |
| All | +528.2% | +45.3% | +482.9% | +356.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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