+17.0%
AMKR vs RBA
-6.7%
+23.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.3% |
| 7D | +21.7% | -0.5% | +22.3% | +21.8% |
| 30D | -22.0% | +6.8% | -28.9% | -23.0% |
| 3M | -33.1% | +9.5% | -42.6% | -34.3% |
| 6M | -49.3% | -8.2% | -41.1% | -48.6% |
| YTD | -5.5% | -7.7% | +2.2% | -8.0% |
| All | +17.0% | -6.7% | +23.7% | +11.7% |
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