-39.3%
DXCM vs AMKR
+101.8%
-141.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | -6.5% | +8.9% | -15.3% | -8.0% |
| 30D | -4.3% | -2.7% | -1.6% | -4.4% |
| 3M | +7.3% | -27.5% | +34.7% | +10.1% |
| 6M | +22.0% | +19.4% | +2.6% | +8.1% |
| YTD | +26.4% | +30.7% | -4.3% | +7.4% |
| 1Y | +7.0% | +107.9% | -100.9% | -21.7% |
| 3Y | -19.6% | +136.1% | -155.7% | -48.7% |
| 5Y | -39.3% | +96.6% | -135.9% | -63.9% |
| All | -39.3% | +101.8% | -141.1% | -63.9% |
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