+310.8%
AMKR vs RVTY
+1,007.2%
-696.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.6% | +7.6% |
| 7D | +11.1% | +0.4% | +10.7% | +10.8% |
| 30D | -8.1% | +10.8% | -18.9% | -13.6% |
| 3M | -25.6% | +26.8% | -52.4% | -36.4% |
| 6M | +22.5% | +39.3% | -16.8% | -1.8% |
| YTD | +29.1% | +31.6% | -2.5% | +6.9% |
| 1Y | +105.7% | +47.7% | +58.0% | +59.4% |
| 3Y | +133.2% | +19.9% | +113.3% | +96.6% |
| 5Y | +98.5% | -32.3% | +130.9% | +127.9% |
| 10Y | +490.6% | +138.4% | +352.2% | +227.0% |
| All | +310.8% | +1,007.2% | -696.4% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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