-99.9%
DFNS vs AMKR
+101.8%
-201.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.9% | -4.4% |
| 7D | +4.6% | +8.9% | -4.2% | +6.3% |
| 30D | -73.9% | -2.7% | -71.2% | -74.3% |
| 3M | -71.7% | -27.5% | -44.3% | -71.6% |
| 6M | -94.6% | +19.4% | -114.0% | -94.4% |
| YTD | -98.1% | +30.7% | -128.8% | -98.0% |
| 1Y | -98.3% | +107.9% | -206.2% | -98.2% |
| 3Y | -99.9% | +136.1% | -236.0% | -99.9% |
| 5Y | -99.9% | +96.6% | -196.5% | -99.9% |
| All | -99.9% | +101.8% | -201.7% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling