+315.9%
AMKR vs RJF
+2,564.1%
-2,248.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.9% | +1.6% |
| 7D | +8.9% | -0.3% | +9.1% | +8.9% |
| 30D | -2.7% | -2.0% | -0.7% | -1.8% |
| 3M | -27.5% | +16.3% | -43.8% | -35.1% |
| 6M | +19.4% | +16.9% | +2.5% | +6.4% |
| YTD | +30.7% | +10.4% | +20.3% | +20.1% |
| 1Y | +107.9% | +7.4% | +100.5% | +94.6% |
| 3Y | +136.1% | +72.2% | +63.9% | +63.0% |
| 5Y | +96.6% | +105.1% | -8.5% | +20.6% |
| 10Y | +535.0% | +430.9% | +104.1% | +109.8% |
| All | +315.9% | +2,564.1% | -2,248.2% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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