+242.5%
AMKR vs STRL
+3,697.3%
-3,454.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.3% | -1.4% |
| 7D | +10.0% | +15.7% | -5.6% | +3.3% |
| 30D | -19.4% | -35.5% | +16.0% | -3.7% |
| 3M | -37.4% | -47.1% | +9.8% | -18.4% |
| 6M | -51.5% | -65.8% | +14.3% | -24.1% |
| YTD | -8.1% | -4.5% | -3.6% | -8.6% |
| 1Y | +13.8% | -10.5% | +24.3% | +15.3% |
| 3Y | +59.4% | +340.6% | -281.2% | -18.2% |
| 5Y | +65.9% | +911.0% | -845.2% | -41.6% |
| All | +242.5% | +3,697.3% | -3,454.8% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling