+767.2%
AMKR vs STLA
+263.8%
+503.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.3% |
| 7D | 0.0% | +2.6% | -2.6% | -1.0% |
| 30D | -11.1% | -1.2% | -9.9% | -11.3% |
| 3M | -35.2% | -24.8% | -10.4% | -29.2% |
| 6M | +4.9% | -25.6% | +30.4% | +14.8% |
| YTD | +21.6% | -48.9% | +70.5% | +47.5% |
| 1Y | +98.0% | -38.8% | +136.8% | +124.3% |
| 3Y | +77.8% | -64.5% | +142.4% | +137.5% |
| 5Y | +79.9% | -62.4% | +142.3% | +133.8% |
| 10Y | +456.9% | +55.4% | +401.5% | +425.7% |
| All | +767.2% | +263.8% | +503.4% | +727.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling