+192.5%
AMKR vs RL
+1,755.5%
-1,563.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -2.2% |
| 7D | +10.0% | +2.6% | +7.4% | +8.7% |
| 30D | -19.4% | +2.9% | -22.4% | -20.7% |
| 3M | -37.4% | 0.0% | -37.4% | -37.8% |
| 6M | -51.5% | +17.1% | -68.6% | -55.9% |
| YTD | -8.1% | +10.1% | -18.2% | -13.7% |
| 1Y | +13.8% | +17.3% | -3.5% | +3.4% |
| 3Y | +59.4% | +249.3% | -189.9% | -16.5% |
| 5Y | +65.9% | +240.9% | -175.1% | -13.1% |
| 10Y | +238.6% | +337.3% | -98.7% | +39.6% |
| All | +192.5% | +1,755.5% | -1,563.1% | -42.1% |
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 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