+68.2%
AMKR vs RL
+257.6%
-189.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.4% | +11.9% | +11.3% |
| 7D | +6.8% | -4.4% | +11.2% | +9.9% |
| 30D | -20.8% | +5.6% | -26.4% | -23.2% |
| 3M | -29.7% | -0.6% | -29.1% | -29.8% |
| 6M | -50.2% | +15.5% | -65.6% | -55.0% |
| YTD | -3.0% | +12.3% | -15.4% | -11.0% |
| 1Y | +12.0% | +19.3% | -7.3% | -1.2% |
| All | +68.2% | +257.6% | -189.4% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling