+315.9%
AMKR vs RMBS
+681.3%
-365.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.9% |
| 7D | +8.9% | +3.5% | +5.4% | +7.6% |
| 30D | -2.7% | -8.6% | +5.9% | +0.7% |
| 3M | -27.5% | -40.3% | +12.9% | -11.8% |
| 6M | +19.4% | -1.0% | +20.4% | +21.2% |
| YTD | +30.7% | -4.6% | +35.3% | +32.7% |
| 1Y | +107.9% | +17.6% | +90.3% | +95.9% |
| 3Y | +136.1% | +58.6% | +77.5% | +99.3% |
| 5Y | +96.6% | +270.9% | -174.3% | +27.7% |
| 10Y | +535.0% | +569.1% | -34.1% | +255.1% |
| All | +315.9% | +681.3% | -365.3% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling