+286.9%
AMKR vs ROL
+4,421.0%
-4,134.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.5% |
| 7D | 0.0% | -1.4% | +1.4% | +0.7% |
| 30D | -11.1% | -4.1% | -7.1% | -9.4% |
| 3M | -35.2% | -22.5% | -12.7% | -26.6% |
| 6M | +4.9% | -37.7% | +42.5% | +34.1% |
| YTD | +21.6% | -39.6% | +61.2% | +57.8% |
| 1Y | +98.0% | -36.0% | +134.1% | +145.6% |
| 3Y | +77.8% | -5.1% | +83.0% | +68.5% |
| 5Y | +79.9% | -3.4% | +83.3% | +62.1% |
| 10Y | +456.9% | +215.2% | +241.6% | +127.9% |
| All | +286.9% | +4,421.0% | -4,134.1% | -72.6% |
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