+200.7%
AMKR vs ROL
+4,704.3%
-4,503.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.8% |
| 7D | +21.7% | -1.7% | +23.4% | +22.9% |
| 30D | -22.0% | +18.5% | -40.6% | -30.2% |
| 3M | -33.1% | +4.3% | -37.4% | -36.3% |
| 6M | -49.3% | -27.7% | -21.6% | -41.7% |
| YTD | -5.5% | -35.8% | +30.3% | +16.0% |
| 1Y | +8.4% | -34.1% | +42.5% | +30.9% |
| 3Y | +62.7% | +2.9% | +59.7% | +44.0% |
| 5Y | +70.5% | +12.7% | +57.8% | +38.6% |
| 10Y | +248.1% | +212.6% | +35.4% | +41.2% |
| All | +200.7% | +4,704.3% | -4,503.6% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling