+192.5%
AMKR vs RRC
+541.8%
-349.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | +10.0% | +6.4% | +3.6% | +8.5% |
| 30D | -19.4% | +23.9% | -43.3% | -23.8% |
| 3M | -37.4% | +30.2% | -67.5% | -41.6% |
| 6M | -51.5% | +26.3% | -77.7% | -54.8% |
| YTD | -8.1% | +48.1% | -56.2% | -17.9% |
| 1Y | +13.8% | +37.7% | -23.9% | +3.3% |
| 3Y | +59.4% | +60.3% | -0.9% | +39.0% |
| 5Y | +65.9% | +135.3% | -69.4% | +25.5% |
| 10Y | +238.6% | +73.3% | +165.3% | +121.5% |
| All | +192.5% | +541.8% | -349.3% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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