+76.5%
AMKR vs RL
+243.0%
-166.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.4% | +11.9% | +11.4% |
| 7D | +6.8% | -4.4% | +11.2% | +10.1% |
| 30D | -20.8% | +5.6% | -26.4% | -23.5% |
| 3M | -29.7% | -0.6% | -29.1% | -30.0% |
| 6M | -50.2% | +15.5% | -65.6% | -55.5% |
| YTD | -3.0% | +12.3% | -15.4% | -11.8% |
| 1Y | +12.0% | +19.3% | -7.3% | -2.2% |
| 3Y | +67.0% | +255.5% | -188.6% | -30.2% |
| 5Y | +76.5% | +247.1% | -170.5% | -28.1% |
| All | +76.5% | +243.0% | -166.5% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling