+1,178.8%
AMKR vs RNG
+305.9%
+872.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | +8.9% | -4.1% | +12.9% | +9.8% |
| 30D | -2.7% | +8.6% | -11.3% | -5.1% |
| 3M | -27.5% | +78.0% | -105.4% | -39.6% |
| 6M | +19.4% | +67.0% | -47.6% | -0.6% |
| YTD | +30.7% | +142.4% | -111.7% | -5.5% |
| 1Y | +107.9% | +120.4% | -12.5% | +54.4% |
| 3Y | +136.1% | +122.1% | +14.0% | +66.4% |
| 5Y | +96.6% | -69.8% | +166.5% | +121.9% |
| 10Y | +535.0% | +223.4% | +311.6% | +214.6% |
| All | +1,178.8% | +305.9% | +872.9% | +474.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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