+59.7%
AMKR vs STRL
+924.6%
-864.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -8.4% | -19.8% | +11.4% | +0.4% |
| 30D | -29.8% | -43.6% | +13.7% | -9.5% |
| 3M | -34.7% | -45.2% | +10.5% | -14.4% |
| 6M | -54.9% | -65.7% | +10.9% | -26.9% |
| YTD | -12.3% | -5.4% | -6.8% | -12.9% |
| 1Y | -1.4% | -24.7% | +23.3% | +7.0% |
| 3Y | +51.1% | +335.0% | -284.0% | -28.9% |
| All | +59.7% | +924.6% | -864.9% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling