+315.9%
AMKR vs ROST
+9,991.2%
-9,675.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +2.1% |
| 7D | +8.9% | -2.2% | +11.1% | +10.0% |
| 30D | -2.7% | -11.4% | +8.7% | +2.5% |
| 3M | -27.5% | -1.6% | -25.8% | -27.9% |
| 6M | +19.4% | +6.8% | +12.6% | +14.0% |
| YTD | +30.7% | +25.8% | +4.9% | +15.6% |
| 1Y | +107.9% | +52.4% | +55.5% | +68.6% |
| 3Y | +136.1% | +94.4% | +41.7% | +70.2% |
| 5Y | +96.6% | +108.2% | -11.6% | +33.4% |
| 10Y | +535.0% | +308.5% | +226.5% | +210.0% |
| All | +315.9% | +9,991.2% | -9,675.2% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling