+121.9%
AMKR vs RCAT
-100.0%
+221.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.3% | +5.7% | -2.5% |
| 7D | +21.7% | +15.6% | +6.2% | +21.6% |
| 30D | -22.0% | -24.1% | +2.1% | -21.9% |
| 3M | -33.1% | -61.9% | +28.8% | -32.6% |
| 6M | -49.3% | -64.3% | +15.0% | -48.9% |
| YTD | -5.5% | -50.4% | +44.9% | -5.1% |
| 1Y | +8.4% | -54.0% | +62.5% | +8.9% |
| 3Y | +62.7% | +347.2% | -284.5% | +59.8% |
| 5Y | +70.5% | +45.7% | +24.8% | +68.1% |
| 10Y | +248.1% | -99.7% | +347.8% | +216.5% |
| All | +121.9% | -100.0% | +221.9% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling