+90.0%
AMKR vs DOCN
+110.0%
-20.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +9.6% | +0.9% | +7.3% |
| 7D | +6.8% | +3.7% | +3.1% | +5.9% |
| 30D | -20.8% | -33.7% | +12.9% | -9.4% |
| 3M | -29.7% | -27.9% | -1.8% | -22.3% |
| 6M | -50.2% | -46.4% | -3.7% | -39.4% |
| YTD | -3.0% | +81.1% | -84.1% | -22.1% |
| 1Y | +12.0% | +74.3% | -62.3% | -8.9% |
| 3Y | +67.0% | +245.8% | -178.9% | +6.0% |
| 5Y | +76.5% | -23.7% | +100.3% | +43.0% |
| All | +90.0% | +110.0% | -20.0% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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