+105.2%
AMKR vs ROST
+55.6%
+49.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.3% | +2.1% | +3.5% |
| 7D | +8.3% | +0.2% | +8.1% | +8.2% |
| 30D | -6.8% | -6.9% | +0.1% | -4.1% |
| 3M | -31.9% | -3.3% | -28.6% | -32.0% |
| 6M | +18.4% | +9.0% | +9.3% | +5.5% |
| YTD | +31.7% | +28.9% | +2.8% | -1.2% |
| 1Y | +105.2% | +54.0% | +51.3% | +30.3% |
| All | +105.2% | +55.6% | +49.7% | +30.3% |
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