+528.2%
AMKR vs ROP
+135.6%
+392.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.5% | +4.5% |
| 7D | +8.3% | -4.6% | +12.9% | +11.6% |
| 30D | -6.8% | -1.7% | -5.1% | -6.4% |
| 3M | -31.9% | +17.1% | -49.0% | -42.8% |
| 6M | +18.4% | +10.9% | +7.5% | +2.0% |
| YTD | +31.7% | -12.1% | +43.8% | +35.4% |
| 1Y | +105.2% | -24.2% | +129.5% | +139.2% |
| 3Y | +147.7% | -20.4% | +168.1% | +174.9% |
| 5Y | +99.4% | -15.4% | +114.7% | +107.8% |
| All | +528.2% | +135.6% | +392.5% | +223.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling