+192.5%
AMKR vs ROP
+3,650.2%
-3,457.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.2% | -3.0% |
| 7D | +10.0% | +0.7% | +9.3% | +9.5% |
| 30D | -19.4% | +28.8% | -48.2% | -34.1% |
| 3M | -37.4% | +21.1% | -58.4% | -47.3% |
| 6M | -51.5% | +52.5% | -104.0% | -67.3% |
| YTD | -8.1% | +8.9% | -17.0% | -22.8% |
| 1Y | +13.8% | +8.2% | +5.6% | -4.0% |
| 3Y | +59.4% | -5.2% | +64.6% | +47.8% |
| 5Y | +65.9% | +1.7% | +64.1% | +46.2% |
| 10Y | +238.6% | +185.4% | +53.2% | +42.6% |
| All | +192.5% | +3,650.2% | -3,457.7% | -83.4% |
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