+105.2%
AMKR vs ROL
-37.8%
+143.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.6% |
| 7D | +8.3% | -3.2% | +11.4% | +7.4% |
| 30D | -6.8% | -4.9% | -1.9% | -7.8% |
| 3M | -31.9% | -25.8% | -6.1% | -34.1% |
| 6M | +18.4% | -37.6% | +55.9% | +16.7% |
| YTD | +31.7% | -41.5% | +73.1% | +36.1% |
| 1Y | +105.2% | -39.5% | +144.7% | +112.5% |
| All | +105.2% | -37.8% | +143.0% | +112.5% |
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