+91.1%
AMKR vs DVA
+46.8%
+44.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | +8.3% | -1.3% | +9.6% | +8.5% |
| 30D | -6.8% | 0.0% | -6.8% | -6.8% |
| 3M | -31.9% | -10.9% | -21.0% | -31.4% |
| 6M | +18.4% | +17.3% | +1.1% | +13.1% |
| YTD | +31.7% | +59.8% | -28.1% | +16.9% |
| 1Y | +105.2% | +36.3% | +69.0% | +89.0% |
| 3Y | +147.7% | +88.6% | +59.1% | +107.3% |
| All | +91.1% | +46.8% | +44.3% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling