+105.2%
AMKR vs GWRE
-44.7%
+149.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.6% |
| 7D | +8.3% | -13.2% | +21.5% | +5.1% |
| 30D | -6.8% | -18.6% | +11.8% | -9.8% |
| 3M | -31.9% | +18.9% | -50.8% | -29.4% |
| 6M | +18.4% | -11.0% | +29.3% | +26.5% |
| YTD | +31.7% | -29.9% | +61.6% | +47.3% |
| 1Y | +105.2% | -44.3% | +149.6% | +146.6% |
| All | +105.2% | -44.7% | +149.9% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling