+335.7%
AMKR vs RVMD
+636.2%
-300.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | +8.9% | -0.7% | +9.6% | +9.0% |
| 30D | -2.7% | +0.3% | -3.0% | -2.8% |
| 3M | -27.5% | +38.9% | -66.3% | -32.6% |
| 6M | +19.4% | +108.1% | -88.7% | -0.9% |
| YTD | +30.7% | +160.7% | -130.0% | +1.3% |
| 1Y | +107.9% | +407.3% | -299.4% | +36.8% |
| 3Y | +136.1% | +546.6% | -410.5% | +39.1% |
| 5Y | +96.6% | +579.8% | -483.2% | +5.1% |
| All | +335.7% | +636.2% | -300.5% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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