+145.9%
AMKR vs RCAT
+738.1%
-592.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.5% | +7.7% | +2.0% |
| 7D | +8.9% | -2.3% | +11.1% | +9.1% |
| 30D | -2.7% | -18.7% | +16.0% | -0.4% |
| 3M | -27.5% | -29.3% | +1.8% | -25.1% |
| 6M | +19.4% | -42.3% | +61.7% | +24.1% |
| YTD | +30.7% | +2.5% | +28.2% | +27.9% |
| 1Y | +107.9% | -5.7% | +113.6% | +102.3% |
| All | +145.9% | +738.1% | -592.2% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 3y: compounded portfolio wealth divided by compounded RCAT 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…
3y analysis · Full analysis span regression · 6 months rolling