+1.9%
AMKR vs RGEN
+19.5%
-17.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -15.5% | -3.5% | -12.0% | -15.0% |
| 30D | -34.7% | -6.0% | -28.8% | -34.0% |
| 3M | -36.1% | +19.0% | -55.0% | -37.8% |
| 6M | -49.6% | +50.7% | -100.3% | -55.8% |
| YTD | -9.2% | +8.8% | -18.0% | +4.2% |
| 1Y | +1.9% | +21.3% | -19.4% | +11.1% |
| All | +1.9% | +19.5% | -17.7% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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