+206.1%
GLD vs AMKR
+236.0%
-29.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.2% |
| 7D | -4.6% | +10.0% | -14.6% | -4.9% |
| 30D | -5.5% | -19.4% | +14.0% | -5.0% |
| 3M | -10.9% | -37.4% | +26.5% | -9.9% |
| 6M | -17.4% | -51.5% | +34.0% | -16.2% |
| YTD | -10.3% | -8.1% | -2.2% | -10.3% |
| 1Y | -7.2% | +13.8% | -21.0% | -7.4% |
| 3Y | +96.9% | +59.4% | +37.5% | +95.1% |
| 5Y | +103.8% | +65.9% | +37.9% | +101.3% |
| All | +206.1% | +236.0% | -29.8% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMKR.
Daily Out/Under-Performance
Portfolio return minus AMKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMKR 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 AMKR 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