+894.3%
AMKR vs GWRE
+741.3%
+153.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.2% |
| 7D | +8.3% | -13.2% | +21.5% | +13.3% |
| 30D | -6.8% | -18.6% | +11.8% | -2.2% |
| 3M | -31.9% | +18.9% | -50.8% | -40.9% |
| 6M | +18.4% | -11.0% | +29.3% | +11.9% |
| YTD | +31.7% | -29.9% | +61.6% | +36.0% |
| 1Y | +105.2% | -44.3% | +149.6% | +134.2% |
| 3Y | +147.7% | +51.7% | +96.1% | +66.7% |
| 5Y | +99.4% | +15.4% | +83.9% | +48.3% |
| 10Y | +539.7% | +129.4% | +410.3% | +273.6% |
| All | +894.3% | +741.3% | +153.0% | +430.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling