+145.9%
AMKR vs RIG
-31.2%
+177.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.5% |
| 7D | +8.9% | -8.2% | +17.1% | +11.6% |
| 30D | -2.7% | -0.2% | -2.5% | -2.7% |
| 3M | -27.5% | -2.7% | -24.7% | -27.1% |
| 6M | +19.4% | -7.5% | +26.8% | +19.3% |
| YTD | +30.7% | +38.3% | -7.6% | +13.2% |
| 1Y | +107.9% | +81.8% | +26.1% | +64.5% |
| All | +145.9% | -31.2% | +177.1% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling