+147.7%
AMKR vs GWW
+89.6%
+58.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.8% | +4.0% |
| 7D | +8.3% | -3.4% | +11.6% | +10.4% |
| 30D | -6.8% | -1.9% | -4.9% | -5.9% |
| 3M | -31.9% | -2.4% | -29.5% | -31.7% |
| 6M | +18.4% | +15.7% | +2.6% | +4.9% |
| YTD | +31.7% | +27.6% | +4.1% | +7.9% |
| 1Y | +105.2% | +27.2% | +78.1% | +68.5% |
| 3Y | +147.7% | +89.7% | +58.1% | +55.3% |
| All | +147.7% | +89.6% | +58.1% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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