+13.8%
AMKR vs RL
+15.3%
-1.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -2.2% |
| 7D | +10.0% | +2.6% | +7.4% | +8.6% |
| 30D | -19.4% | +2.9% | -22.4% | -20.2% |
| 3M | -37.4% | 0.0% | -37.4% | -37.1% |
| 6M | -51.5% | +17.1% | -68.6% | -55.9% |
| YTD | -8.1% | +10.1% | -18.2% | -13.7% |
| 1Y | +13.8% | +17.3% | -3.5% | +6.9% |
| All | +13.8% | +15.3% | -1.4% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling