+105.2%
AMKR vs ROK
+27.3%
+77.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.8% | +2.7% |
| 7D | +8.3% | -1.2% | +9.5% | +9.7% |
| 30D | -6.8% | -4.8% | -2.0% | -1.7% |
| 3M | -31.9% | -6.1% | -25.9% | -27.8% |
| 6M | +18.4% | +15.5% | +2.9% | +1.6% |
| YTD | +31.7% | +11.2% | +20.5% | +13.8% |
| 1Y | +105.2% | +23.8% | +81.4% | +56.8% |
| All | +105.2% | +27.3% | +77.9% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling