+1.9%
AMKR vs RMBS
-18.2%
+20.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.0% | +0.8% | -1.4% |
| 7D | -15.5% | -8.9% | -6.6% | -10.4% |
| 30D | -34.7% | -24.8% | -9.9% | -22.1% |
| 3M | -36.1% | -17.6% | -18.5% | -28.2% |
| 6M | -49.6% | -25.7% | -23.9% | -38.7% |
| YTD | -9.2% | -9.8% | +0.5% | -7.7% |
| 1Y | +1.9% | -17.4% | +19.2% | +9.2% |
| All | +1.9% | -18.2% | +20.1% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling