+105.2%
AMKR vs DT
+6.2%
+99.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.4% |
| 7D | +8.3% | -1.6% | +9.9% | +8.1% |
| 30D | -6.8% | +3.0% | -9.8% | -6.2% |
| 3M | -31.9% | +26.5% | -58.4% | -30.4% |
| 6M | +18.4% | +35.9% | -17.6% | +21.7% |
| YTD | +31.7% | +17.8% | +13.8% | +43.2% |
| 1Y | +105.2% | +4.1% | +101.2% | +138.4% |
| All | +105.2% | +6.2% | +99.0% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling