+90.9%
AMKR vs RL
+223.8%
-132.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.9% | -3.7% |
| 7D | +5.5% | -2.2% | +7.7% | +6.8% |
| 30D | -8.6% | -15.3% | +6.7% | +0.4% |
| 3M | -28.7% | -10.3% | -18.4% | -24.7% |
| 6M | +13.3% | -2.2% | +15.5% | +12.9% |
| YTD | +26.1% | -4.3% | +30.4% | +26.9% |
| 1Y | +101.2% | +8.9% | +92.3% | +86.8% |
| 3Y | +127.7% | +201.4% | -73.7% | +9.5% |
| 5Y | +90.9% | +230.6% | -139.7% | -13.0% |
| All | +90.9% | +223.8% | -132.9% | -13.0% |
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