+1.9%
AMKR vs ROL
-34.1%
+36.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.8% | -8.0% | -4.3% |
| 7D | -15.5% | +14.6% | -30.1% | -11.4% |
| 30D | -34.7% | +29.3% | -64.0% | -29.5% |
| 3M | -36.1% | +2.0% | -38.1% | -33.8% |
| 6M | -49.6% | -28.5% | -21.1% | -44.6% |
| YTD | -9.2% | -35.3% | +26.1% | +8.1% |
| 1Y | +1.9% | -34.7% | +36.6% | +18.8% |
| All | +1.9% | -34.1% | +36.0% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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