+96.6%
AMKR vs RBA
+39.8%
+56.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | +8.9% | -1.9% | +10.8% | +9.6% |
| 30D | -2.7% | -13.0% | +10.3% | +2.3% |
| 3M | -27.5% | -23.1% | -4.3% | -20.7% |
| 6M | +19.4% | -22.6% | +42.0% | +30.2% |
| YTD | +30.7% | -20.4% | +51.1% | +40.6% |
| 1Y | +107.9% | -29.6% | +137.5% | +134.6% |
| 3Y | +136.1% | +26.6% | +109.6% | +108.0% |
| 5Y | +96.6% | +38.2% | +58.4% | +60.4% |
| All | +96.6% | +39.8% | +56.8% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling