+528.2%
AMKR vs STRL
+7,221.5%
-6,693.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.4% | -1.0% | +2.2% |
| 7D | +8.3% | +5.0% | +3.2% | +6.2% |
| 30D | -6.8% | -6.9% | +0.1% | -3.6% |
| 3M | -31.9% | -39.1% | +7.1% | -15.8% |
| 6M | +18.4% | +21.5% | -3.1% | +6.9% |
| YTD | +31.7% | +66.9% | -35.2% | +5.1% |
| 1Y | +105.2% | +61.6% | +43.6% | +64.6% |
| 3Y | +147.7% | +560.0% | -412.3% | +9.5% |
| 5Y | +99.4% | +2,238.9% | -2,139.5% | -46.8% |
| All | +528.2% | +7,221.5% | -6,693.3% | +27.4% |
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