+456.9%
AMKR vs GD
+188.9%
+267.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.5% | +3.0% |
| 7D | 0.0% | -5.3% | +5.2% | +3.7% |
| 30D | -11.1% | -6.4% | -4.7% | -7.2% |
| 3M | -35.2% | +5.7% | -40.9% | -38.7% |
| 6M | +4.9% | -0.9% | +5.8% | +2.9% |
| YTD | +21.6% | +8.2% | +13.4% | +10.8% |
| 1Y | +98.0% | +13.4% | +84.6% | +74.2% |
| 3Y | +77.8% | +68.5% | +9.3% | +11.8% |
| 5Y | +79.9% | +97.2% | -17.3% | -3.0% |
| All | +456.9% | +188.9% | +267.9% | +124.5% |
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