+528.2%
AMKR vs RIG
-41.2%
+569.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.2% | +4.8% |
| 7D | +8.3% | -3.1% | +11.4% | +8.9% |
| 30D | -6.8% | -0.5% | -6.2% | -6.7% |
| 3M | -31.9% | -6.0% | -26.0% | -31.2% |
| 6M | +18.4% | -10.1% | +28.5% | +19.5% |
| YTD | +31.7% | +37.3% | -5.6% | +21.1% |
| 1Y | +105.2% | +73.9% | +31.3% | +79.6% |
| 3Y | +147.7% | -30.2% | +177.9% | +148.6% |
| 5Y | +99.4% | +62.5% | +36.9% | +57.3% |
| All | +528.2% | -41.2% | +569.3% | +351.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling