+137.2%
AMKR vs GTLB
-10.3%
+147.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.6% | -4.0% |
| 7D | +5.5% | -4.1% | +9.6% | +6.3% |
| 30D | -8.6% | +12.3% | -20.9% | -11.2% |
| 3M | -28.7% | +65.9% | -94.6% | -37.0% |
| 6M | +13.3% | +104.0% | -90.7% | -7.1% |
| YTD | +26.1% | +26.0% | 0.0% | +18.5% |
| 1Y | +101.2% | -3.5% | +104.7% | +104.9% |
| All | +137.2% | -10.3% | +147.5% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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