+242.5%
AMKR vs GD
+165.7%
+76.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +10.0% | +2.7% | +7.4% | +8.2% |
| 30D | -19.4% | +8.6% | -28.0% | -24.1% |
| 3M | -37.4% | -7.1% | -30.3% | -34.7% |
| 6M | -51.5% | +7.5% | -58.9% | -55.1% |
| YTD | -8.1% | +9.9% | -18.0% | -17.7% |
| 1Y | +13.8% | +7.6% | +6.3% | +3.7% |
| 3Y | +59.4% | +56.2% | +3.2% | +6.7% |
| 5Y | +65.9% | +100.6% | -34.8% | -12.2% |
| All | +242.5% | +165.7% | +76.7% | +52.2% |
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