+70.5%
AMKR vs STLA
-74.2%
+144.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.1% | +3.5% | +0.1% |
| 7D | +21.7% | -13.1% | +34.8% | +29.2% |
| 30D | -22.0% | -13.3% | -8.8% | -17.5% |
| 3M | -33.1% | -27.9% | -5.3% | -24.2% |
| 6M | -49.3% | -47.8% | -1.5% | -33.5% |
| YTD | -5.5% | -64.6% | +59.0% | +44.3% |
| 1Y | +8.4% | -64.0% | +72.4% | +64.0% |
| 3Y | +62.7% | -76.8% | +139.5% | +192.4% |
| 5Y | +70.5% | -74.2% | +144.7% | +171.8% |
| All | +70.5% | -74.2% | +144.7% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 5y: compounded portfolio wealth divided by compounded STLA 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…
5y analysis · Full analysis span regression · 6 months rolling