+98.0%
AMKR vs ROST
+54.0%
+44.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | 0.0% | +0.9% | -1.0% | -0.4% |
| 30D | -11.1% | -8.9% | -2.2% | -7.7% |
| 3M | -35.2% | -0.8% | -34.3% | -36.5% |
| 6M | +4.9% | +8.5% | -3.6% | -5.9% |
| YTD | +21.6% | +28.6% | -7.0% | -8.2% |
| 1Y | +98.0% | +52.3% | +45.7% | +28.1% |
| All | +98.0% | +54.0% | +44.0% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling