+142.3%
AMKR vs GTLB
-50.0%
+192.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.4% | +11.6% | +7.2% |
| 7D | +11.1% | +4.6% | +6.5% | +10.0% |
| 30D | -8.1% | +21.0% | -29.1% | -11.9% |
| 3M | -25.6% | +51.7% | -77.3% | -32.5% |
| 6M | +22.5% | +89.3% | -66.8% | +4.2% |
| YTD | +29.1% | +25.6% | +3.5% | +19.7% |
| 1Y | +105.7% | -1.5% | +107.2% | +100.8% |
| 3Y | +133.2% | -9.9% | +143.1% | +123.9% |
| All | +142.3% | -50.0% | +192.3% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling