+145.9%
AMKR vs ROP
-18.8%
+164.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +1.3% |
| 7D | +8.9% | -6.1% | +15.0% | +9.2% |
| 30D | -2.7% | -3.4% | +0.7% | -2.5% |
| 3M | -27.5% | +16.7% | -44.1% | -31.7% |
| 6M | +19.4% | +8.1% | +11.3% | +16.0% |
| YTD | +30.7% | -11.7% | +42.4% | +44.9% |
| 1Y | +107.9% | -24.2% | +132.1% | +160.5% |
| All | +145.9% | -18.8% | +164.7% | +189.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling