+301.2%
AMKR vs DVA
+1,542.2%
-1,241.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | +5.5% | -0.2% | +5.7% | +5.5% |
| 30D | -8.6% | +1.7% | -10.3% | -9.1% |
| 3M | -28.7% | -8.7% | -20.0% | -27.9% |
| 6M | +13.3% | +19.7% | -6.4% | +6.5% |
| YTD | +26.1% | +59.6% | -33.5% | +9.0% |
| 1Y | +101.2% | +37.1% | +64.1% | +80.3% |
| 3Y | +127.7% | +89.8% | +38.0% | +84.2% |
| 5Y | +90.9% | +47.4% | +43.5% | +59.8% |
| 10Y | +512.5% | +184.9% | +327.6% | +328.4% |
| All | +301.2% | +1,542.2% | -1,241.0% | +102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling