+252.0%
AMKR vs GD
+165.4%
+86.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.4% | -1.8% |
| 7D | +21.7% | +1.9% | +19.9% | +20.2% |
| 30D | -22.0% | +9.2% | -31.3% | -26.8% |
| 3M | -33.1% | -7.5% | -25.6% | -30.0% |
| 6M | -49.3% | +5.8% | -55.1% | -52.5% |
| YTD | -5.5% | +9.8% | -15.3% | -15.4% |
| 1Y | +8.4% | +5.8% | +2.7% | +0.2% |
| 3Y | +62.7% | +58.0% | +4.7% | +7.8% |
| 5Y | +70.5% | +100.4% | -29.9% | -9.7% |
| All | +252.0% | +165.4% | +86.6% | +56.5% |
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