+528.2%
AMKR vs DTE
+137.8%
+390.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.8% | +5.0% |
| 7D | +8.3% | -2.6% | +10.9% | +9.5% |
| 30D | -6.8% | -4.4% | -2.4% | -4.9% |
| 3M | -31.9% | -8.3% | -23.6% | -29.6% |
| 6M | +18.4% | -8.1% | +26.4% | +21.4% |
| YTD | +31.7% | +4.4% | +27.2% | +26.8% |
| 1Y | +105.2% | +0.2% | +105.1% | +100.9% |
| 3Y | +147.7% | +42.6% | +105.1% | +95.8% |
| 5Y | +99.4% | +31.5% | +67.9% | +60.9% |
| All | +528.2% | +137.8% | +390.4% | +292.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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