-99.9%
DFNS vs AMKR
+316.1%
-415.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.8% |
| 7D | -16.0% | 0.0% | -16.0% | -16.0% |
| 30D | -77.7% | -11.1% | -66.6% | -78.3% |
| 3M | -77.2% | -35.2% | -42.0% | -77.4% |
| 6M | -95.2% | +4.9% | -100.1% | -95.1% |
| YTD | -98.0% | +21.6% | -119.6% | -97.9% |
| 1Y | -98.3% | +98.0% | -196.3% | -98.2% |
| 3Y | -99.9% | +77.8% | -177.7% | -99.9% |
| 5Y | -99.9% | +79.9% | -179.7% | -99.8% |
| All | -99.9% | +316.1% | -415.9% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling