+148.2%
AMKR vs GFS
-2.1%
+150.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | 0.0% |
| 7D | +8.9% | +4.5% | +4.4% | +5.8% |
| 30D | -2.7% | -8.2% | +5.5% | +3.0% |
| 3M | -27.5% | -38.9% | +11.4% | +0.8% |
| 6M | +19.4% | -2.9% | +22.3% | +24.5% |
| YTD | +30.7% | +31.8% | -1.1% | +13.5% |
| 1Y | +107.9% | +43.1% | +64.8% | +72.5% |
| 3Y | +136.1% | -20.6% | +156.8% | +161.0% |
| All | +148.2% | -2.1% | +150.3% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling