+528.2%
AMKR vs JD
+20.6%
+507.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | +8.3% | -4.2% | +12.5% | +9.7% |
| 30D | -6.8% | -14.4% | +7.6% | -2.6% |
| 3M | -31.9% | -3.6% | -28.4% | -32.1% |
| 6M | +18.4% | -0.3% | +18.7% | +16.5% |
| YTD | +31.7% | -2.4% | +34.0% | +30.5% |
| 1Y | +105.2% | -18.5% | +123.8% | +115.5% |
| 3Y | +147.7% | -7.0% | +154.8% | +134.3% |
| 5Y | +99.4% | -61.7% | +161.1% | +133.7% |
| All | +528.2% | +20.6% | +507.5% | +372.0% |
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