+286.9%
AMKR vs ROP
+3,074.2%
-2,787.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.6% | +5.3% | +4.3% |
| 7D | 0.0% | -4.4% | +4.4% | +3.1% |
| 30D | -11.1% | +3.2% | -14.4% | -13.7% |
| 3M | -35.2% | +23.1% | -58.2% | -47.0% |
| 6M | +4.9% | +13.3% | -8.4% | -10.7% |
| YTD | +21.6% | -7.9% | +29.4% | +18.7% |
| 1Y | +98.0% | -22.1% | +120.1% | +117.8% |
| 3Y | +77.8% | -16.8% | +94.6% | +86.5% |
| 5Y | +79.9% | -13.5% | +93.4% | +83.3% |
| 10Y | +456.9% | +137.7% | +319.2% | +175.5% |
| All | +286.9% | +3,074.2% | -2,787.3% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling