+133.2%
AMKR vs RL
+211.8%
-78.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +6.8% |
| 7D | +11.1% | +1.9% | +9.2% | +9.8% |
| 30D | -8.1% | -12.2% | +4.1% | -1.6% |
| 3M | -25.6% | -6.6% | -18.9% | -23.3% |
| 6M | +22.5% | +3.2% | +19.3% | +18.7% |
| YTD | +29.1% | -1.3% | +30.4% | +27.8% |
| 1Y | +105.7% | +13.6% | +92.1% | +87.1% |
| 3Y | +133.2% | +210.9% | -77.7% | +27.6% |
| All | +133.2% | +211.8% | -78.6% | +27.6% |
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