-100.0%
DFNS vs AMKR
+214.5%
-314.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.8% | -5.8% |
| 7D | -6.0% | +10.0% | -16.0% | -5.1% |
| 30D | -71.2% | -19.4% | -51.8% | -72.1% |
| 3M | -94.5% | -37.4% | -57.2% | -94.9% |
| 6M | -96.5% | -51.5% | -45.1% | -96.7% |
| YTD | -99.6% | -8.1% | -91.5% | -99.6% |
| 1Y | -99.7% | +13.8% | -113.5% | -99.7% |
| 3Y | -100.0% | +59.4% | -159.4% | -100.0% |
| 5Y | -100.0% | +65.9% | -165.8% | -100.0% |
| All | -100.0% | +214.5% | -314.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMKR.
Daily Out/Under-Performance
Portfolio return minus AMKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMKR 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 AMKR 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