+1.9%
AMKR vs DVA
+62.2%
-60.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.8% | -11.0% | -4.3% |
| 7D | -15.5% | +4.7% | -20.3% | -14.7% |
| 30D | -34.7% | +7.8% | -42.5% | -33.7% |
| 3M | -36.1% | -15.5% | -20.6% | -36.7% |
| 6M | -49.6% | +25.0% | -74.6% | -47.8% |
| YTD | -9.2% | +69.6% | -78.8% | -1.2% |
| 1Y | +1.9% | +60.6% | -58.7% | +13.7% |
| All | +1.9% | +62.2% | -60.3% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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