+237.3%
AMKR vs GD
+185.2%
+52.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.3% | +4.4% | +5.1% |
| 7D | -5.3% | -3.0% | -2.3% | -3.0% |
| 30D | -28.7% | +9.3% | -38.0% | -33.2% |
| 3M | -36.6% | -7.2% | -29.4% | -33.8% |
| 6M | -54.2% | +5.5% | -59.6% | -57.0% |
| YTD | -10.9% | +9.5% | -20.4% | -20.0% |
| 1Y | +1.3% | +6.4% | -5.1% | -6.9% |
| 3Y | +60.0% | +59.8% | +0.2% | +5.2% |
| 5Y | +59.3% | +98.0% | -38.7% | -14.7% |
| 10Y | +237.3% | +177.4% | +59.9% | +50.2% |
| All | +237.3% | +185.2% | +52.1% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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