+242.5%
AMKR vs JD
+31.5%
+211.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.2% |
| 7D | +10.0% | -4.1% | +14.1% | +11.3% |
| 30D | -19.4% | +4.6% | -24.0% | -20.9% |
| 3M | -37.4% | -4.7% | -32.6% | -36.9% |
| 6M | -51.5% | -17.4% | -34.1% | -49.3% |
| YTD | -8.1% | +0.7% | -8.8% | -10.3% |
| 1Y | +13.8% | -5.9% | +19.7% | +13.5% |
| 3Y | +59.4% | +18.9% | +40.5% | +38.3% |
| 5Y | +65.9% | -62.9% | +128.8% | +97.8% |
| All | +242.5% | +31.5% | +211.0% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling