+96.6%
AMKR vs ROL
-6.0%
+102.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | +8.9% | -3.3% | +12.1% | +9.6% |
| 30D | -2.7% | -7.2% | +4.5% | -1.2% |
| 3M | -27.5% | -27.0% | -0.5% | -22.0% |
| 6M | +19.4% | -39.5% | +58.9% | +36.1% |
| YTD | +30.7% | -41.8% | +72.5% | +51.0% |
| 1Y | +107.9% | -38.9% | +146.8% | +135.3% |
| 3Y | +136.1% | -0.4% | +136.5% | +112.3% |
| 5Y | +96.6% | -4.2% | +100.8% | +61.2% |
| All | +96.6% | -6.0% | +102.6% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling