+315.9%
AMKR vs RRX
+722.8%
-406.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.8% | +3.0% |
| 7D | +8.9% | -0.7% | +9.6% | +9.4% |
| 30D | -2.7% | -8.0% | +5.3% | +3.2% |
| 3M | -27.5% | -25.1% | -2.4% | -10.7% |
| 6M | +19.4% | -18.3% | +37.7% | +39.1% |
| YTD | +30.7% | +14.2% | +16.5% | +19.6% |
| 1Y | +107.9% | +13.0% | +94.9% | +90.3% |
| 3Y | +136.1% | +4.2% | +131.9% | +113.1% |
| 5Y | +96.6% | +17.9% | +78.7% | +59.3% |
| 10Y | +535.0% | +220.4% | +314.6% | +159.1% |
| All | +315.9% | +722.8% | -406.8% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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