+646.8%
AMKR vs DPZ
+5,324.1%
-4,677.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -3.1% |
| 7D | +21.7% | -2.5% | +24.2% | +22.8% |
| 30D | -22.0% | +12.5% | -34.6% | -26.2% |
| 3M | -33.1% | -5.2% | -27.9% | -32.9% |
| 6M | -49.3% | +8.8% | -58.1% | -53.1% |
| YTD | -5.5% | -18.7% | +13.1% | -2.1% |
| 1Y | +8.4% | -15.7% | +24.1% | +10.6% |
| 3Y | +62.7% | -7.5% | +70.2% | +55.4% |
| 5Y | +70.5% | -30.1% | +100.6% | +80.0% |
| 10Y | +248.1% | +135.3% | +112.8% | +93.8% |
| All | +646.8% | +5,324.1% | -4,677.3% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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