-37.4%
AMKR vs DT
-10.4%
-27.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +10.0% | +3.1% | +6.9% | +9.7% |
| 30D | -19.4% | -29.5% | +10.1% | -23.0% |
| 3M | -37.4% | -11.7% | -25.6% | -28.8% |
| All | -37.4% | -10.4% | -27.0% | -28.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling