+91.1%
AMKR vs RIO
+91.0%
0.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.9% | +4.1% |
| 7D | +8.3% | -3.2% | +11.5% | +10.6% |
| 30D | -6.8% | +0.9% | -7.7% | -7.5% |
| 3M | -31.9% | -1.4% | -30.5% | -31.4% |
| 6M | +18.4% | +10.9% | +7.4% | +12.0% |
| YTD | +31.7% | +31.2% | +0.5% | +13.3% |
| 1Y | +105.2% | +67.9% | +37.3% | +54.4% |
| 3Y | +147.7% | +88.8% | +58.9% | +75.3% |
| All | +91.1% | +91.0% | 0.0% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 5y: compounded portfolio wealth divided by compounded RIO 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…
5y analysis · Full analysis span regression · 6 months rolling