+147.7%
AMKR vs GFI
+287.6%
-139.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.7% |
| 7D | +8.3% | -4.9% | +13.1% | +9.3% |
| 30D | -6.8% | +10.7% | -17.5% | -8.7% |
| 3M | -31.9% | +25.6% | -57.6% | -35.4% |
| 6M | +18.4% | -8.3% | +26.6% | +18.2% |
| YTD | +31.7% | +6.3% | +25.4% | +29.1% |
| 1Y | +105.2% | +22.1% | +83.2% | +97.2% |
| 3Y | +147.7% | +289.2% | -141.4% | +96.6% |
| All | +147.7% | +287.6% | -139.9% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling