+310.8%
AMKR vs RIG
-88.8%
+399.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.6% |
| 7D | +11.1% | -2.7% | +13.8% | +11.8% |
| 30D | -8.1% | +9.5% | -17.6% | -10.5% |
| 3M | -25.6% | -6.6% | -18.9% | -24.5% |
| 6M | +22.5% | -2.9% | +25.4% | +21.5% |
| YTD | +29.1% | +39.5% | -10.4% | +15.5% |
| 1Y | +105.7% | +82.3% | +23.4% | +71.1% |
| 3Y | +133.2% | -29.6% | +162.8% | +135.6% |
| 5Y | +98.5% | +63.2% | +35.4% | +42.9% |
| 10Y | +490.6% | -45.0% | +535.6% | +272.0% |
| All | +310.8% | -88.8% | +399.6% | +193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RIG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling