+150.0%
AMKR vs GFS
0.0%
+150.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.3% | +3.1% |
| 7D | +8.3% | +3.8% | +4.4% | +5.8% |
| 30D | -6.8% | -11.7% | +4.9% | +1.2% |
| 3M | -31.9% | -41.8% | +9.8% | -2.9% |
| 6M | +18.4% | +6.6% | +11.7% | +17.0% |
| YTD | +31.7% | +34.6% | -3.0% | +12.8% |
| 1Y | +105.2% | +46.2% | +59.1% | +68.1% |
| 3Y | +147.7% | -20.3% | +168.1% | +172.7% |
| All | +150.0% | 0.0% | +150.0% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 5y: compounded portfolio wealth divided by compounded GFS 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…
5y analysis · Full analysis span regression · 6 months rolling