+113.2%
AMKR vs GEHC
+2.1%
+111.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.6% |
| 7D | +8.3% | -7.2% | +15.4% | +10.8% |
| 30D | -6.8% | -11.6% | +4.8% | -3.2% |
| 3M | -31.9% | -0.8% | -31.1% | -33.7% |
| 6M | +18.4% | -11.9% | +30.3% | +21.4% |
| YTD | +31.7% | -21.9% | +53.6% | +42.4% |
| 1Y | +105.2% | -17.8% | +123.1% | +116.5% |
| 3Y | +147.7% | -3.5% | +151.3% | +142.8% |
| All | +113.2% | +2.1% | +111.2% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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