+35.8%
AMKR vs DOC
+43.2%
-7.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.5% | -0.2% | -14.3% | -14.4% |
| 7D | -26.0% | +6.2% | -32.2% | -27.0% |
| 30D | -42.9% | +6.5% | -49.4% | -43.9% |
| 3M | -43.3% | -6.2% | -37.0% | -42.3% |
| 6M | -60.1% | +25.6% | -85.7% | -64.1% |
| YTD | -22.4% | +32.1% | -54.5% | -32.0% |
| 1Y | -16.0% | +20.3% | -36.3% | -23.3% |
| All | +35.8% | +43.2% | -7.4% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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