+310.8%
AMKR vs RGEN
+11,135.3%
-10,824.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.1% |
| 7D | +11.1% | -0.9% | +12.0% | +11.3% |
| 30D | -8.1% | +2.8% | -10.9% | -8.4% |
| 3M | -25.6% | +34.5% | -60.1% | -29.3% |
| 6M | +22.5% | +40.5% | -18.0% | +15.4% |
| YTD | +29.1% | +2.8% | +26.2% | +27.2% |
| 1Y | +105.7% | +39.6% | +66.1% | +94.4% |
| 3Y | +133.2% | +4.4% | +128.8% | +125.5% |
| 5Y | +98.5% | -42.8% | +141.3% | +103.0% |
| 10Y | +490.6% | +406.7% | +83.9% | +367.6% |
| All | +310.8% | +11,135.3% | -10,824.5% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling