+91.1%
AMKR vs RMBS
+265.4%
-174.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +3.2% |
| 7D | +8.3% | +1.8% | +6.5% | +7.2% |
| 30D | -6.8% | -13.9% | +7.1% | +3.0% |
| 3M | -31.9% | -39.8% | +7.9% | -5.1% |
| 6M | +18.4% | -6.0% | +24.4% | +21.2% |
| YTD | +31.7% | -5.4% | +37.0% | +29.4% |
| 1Y | +105.2% | -1.8% | +107.1% | +93.8% |
| 3Y | +147.7% | +53.7% | +94.1% | +59.4% |
| All | +91.1% | +265.4% | -174.3% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling