+147.0%
AMKR vs DOC
+656.8%
-509.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.5% | -0.2% | -14.3% | -14.4% |
| 7D | -26.0% | +6.2% | -32.2% | -28.2% |
| 30D | -42.9% | +6.5% | -49.4% | -45.0% |
| 3M | -43.3% | -6.2% | -37.0% | -42.2% |
| 6M | -60.1% | +25.6% | -85.7% | -65.4% |
| YTD | -22.4% | +32.1% | -54.5% | -34.5% |
| 1Y | -16.0% | +20.3% | -36.3% | -26.0% |
| 3Y | +34.1% | +42.7% | -8.6% | +7.0% |
| 5Y | +38.7% | -22.2% | +60.9% | +46.9% |
| 10Y | +215.2% | +16.5% | +198.7% | +159.8% |
| All | +147.0% | +656.8% | -509.8% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling