+90.9%
AMKR vs DT
-27.8%
+118.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.2% | -4.1% |
| 7D | +5.5% | -2.5% | +8.1% | +6.3% |
| 30D | -8.6% | +3.5% | -12.2% | -10.0% |
| 3M | -28.7% | +26.7% | -55.4% | -35.2% |
| 6M | +13.3% | +36.1% | -22.9% | -2.2% |
| YTD | +26.1% | +18.6% | +7.4% | +14.6% |
| 1Y | +101.2% | +7.9% | +93.3% | +89.9% |
| 3Y | +127.7% | +8.6% | +119.2% | +110.0% |
| 5Y | +90.9% | -26.7% | +117.5% | +77.9% |
| All | +90.9% | -27.8% | +118.7% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling