+98.0%
AMKR vs RBA
-26.5%
+124.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.7% |
| 7D | 0.0% | -2.9% | +2.9% | +0.6% |
| 30D | -11.1% | -12.3% | +1.2% | -7.9% |
| 3M | -35.2% | -20.5% | -14.6% | -31.9% |
| 6M | +4.9% | -18.5% | +23.4% | +8.8% |
| YTD | +21.6% | -18.2% | +39.8% | +29.3% |
| 1Y | +98.0% | -27.5% | +125.5% | +106.8% |
| All | +98.0% | -26.5% | +124.6% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling