+80.9%
AMKR vs DOC
-24.5%
+105.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.5% |
| 7D | 0.0% | -1.5% | +1.4% | +0.5% |
| 30D | -11.1% | -4.8% | -6.4% | -9.5% |
| 3M | -35.2% | +6.9% | -42.1% | -37.9% |
| 6M | +4.9% | +20.7% | -15.9% | -5.9% |
| YTD | +21.6% | +34.1% | -12.6% | +3.0% |
| 1Y | +98.0% | +22.6% | +75.4% | +75.0% |
| 3Y | +77.8% | +20.8% | +57.0% | +54.9% |
| All | +80.9% | -24.5% | +105.4% | +98.4% |
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