+13.8%
AMKR vs ROL
-31.8%
+45.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -1.7% |
| 7D | +10.0% | +3.0% | +7.0% | +11.3% |
| 30D | -19.4% | +19.8% | -39.2% | -13.7% |
| 3M | -37.4% | +7.9% | -45.3% | -34.3% |
| 6M | -51.5% | -25.6% | -25.8% | -47.3% |
| YTD | -8.1% | -34.1% | +26.1% | +11.5% |
| 1Y | +13.8% | -31.4% | +45.2% | +39.3% |
| All | +13.8% | -31.8% | +45.6% | +39.3% |
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