+1,704.0%
GS vs AMKR
+285.2%
+1,418.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.6% | -8.0% | -2.0% |
| 7D | -3.2% | -16.9% | +13.7% | +0.5% |
| 30D | -2.4% | -37.2% | +34.8% | +7.3% |
| 3M | -15.7% | -39.3% | +23.6% | -7.3% |
| 6M | -6.8% | -57.4% | +50.6% | +8.3% |
| YTD | -0.1% | -16.5% | +16.4% | -1.5% |
| 1Y | +12.1% | -6.0% | +18.1% | +7.3% |
| 3Y | +185.8% | +46.2% | +139.6% | +137.7% |
| 5Y | +140.1% | +49.3% | +90.8% | +92.2% |
| 10Y | +505.2% | +239.3% | +265.9% | +266.9% |
| All | +1,704.0% | +285.2% | +1,418.8% | +514.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling