+438.8%
GS vs AMKR
+236.0%
+202.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.0% |
| 7D | +5.9% | +10.0% | -4.2% | +3.1% |
| 30D | +4.3% | -19.4% | +23.7% | +9.3% |
| 3M | -11.7% | -37.4% | +25.7% | -2.0% |
| 6M | -3.2% | -51.5% | +48.3% | +11.5% |
| YTD | +5.8% | -8.1% | +13.9% | +0.4% |
| 1Y | +16.0% | +13.8% | +2.2% | +3.4% |
| 3Y | +199.8% | +59.4% | +140.4% | +128.1% |
| 5Y | +155.5% | +65.9% | +89.7% | +83.1% |
| All | +438.8% | +236.0% | +202.9% | +157.5% |
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