+286.9%
AMKR vs RL
+1,582.2%
-1,295.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.3% | +0.8% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | -11.1% | -7.8% | -3.4% | -8.0% |
| 3M | -35.2% | -4.0% | -31.2% | -34.2% |
| 6M | +4.9% | -1.9% | +6.8% | +4.9% |
| YTD | +21.6% | -0.2% | +21.8% | +20.3% |
| 1Y | +98.0% | +10.7% | +87.4% | +86.0% |
| 3Y | +77.8% | +210.8% | -132.9% | -1.0% |
| 5Y | +79.9% | +238.2% | -158.4% | -5.6% |
| 10Y | +456.9% | +313.4% | +143.5% | +136.6% |
| All | +286.9% | +1,582.2% | -1,295.2% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling