+528.2%
AMKR vs GDDY
+207.2%
+320.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.7% | +3.7% |
| 7D | +8.3% | -3.2% | +11.5% | +9.3% |
| 30D | -6.8% | +6.8% | -13.6% | -10.6% |
| 3M | -31.9% | +30.5% | -62.4% | -44.3% |
| 6M | +18.4% | +13.3% | +5.0% | +1.6% |
| YTD | +31.7% | -21.0% | +52.6% | +35.1% |
| 1Y | +105.2% | -34.0% | +139.2% | +134.0% |
| 3Y | +147.7% | +33.1% | +114.7% | +77.4% |
| 5Y | +99.4% | +30.3% | +69.0% | +41.6% |
| All | +528.2% | +207.2% | +320.9% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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