+310.8%
AMKR vs ROK
+4,519.2%
-4,208.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +6.9% |
| 7D | +11.1% | +2.8% | +8.3% | +9.0% |
| 30D | -8.1% | -2.4% | -5.7% | -6.3% |
| 3M | -25.6% | -4.7% | -20.9% | -23.0% |
| 6M | +22.5% | +16.8% | +5.7% | +11.4% |
| YTD | +29.1% | +11.4% | +17.7% | +21.0% |
| 1Y | +105.7% | +26.2% | +79.5% | +77.8% |
| 3Y | +133.2% | +51.9% | +81.4% | +73.2% |
| 5Y | +98.5% | +46.4% | +52.2% | +50.1% |
| 10Y | +490.6% | +343.5% | +147.1% | +117.7% |
| All | +310.8% | +4,519.2% | -4,208.3% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling