+47.6%
AMKR vs DOC
-21.4%
+69.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.7% | +6.9% | +7.4% |
| 7D | -16.9% | +6.5% | -23.4% | -18.9% |
| 30D | -37.2% | +9.2% | -46.4% | -39.6% |
| 3M | -39.3% | -2.5% | -36.8% | -39.0% |
| 6M | -57.4% | +7.1% | -64.4% | -59.5% |
| YTD | -16.5% | +33.0% | -49.5% | -29.5% |
| 1Y | -6.0% | +23.3% | -29.2% | -17.7% |
| 3Y | +46.2% | +44.9% | +1.2% | +13.2% |
| All | +47.6% | -21.4% | +69.1% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling