+242.5%
AMKR vs STZ
+13.4%
+229.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.0% |
| 7D | +10.0% | +2.6% | +7.5% | +8.9% |
| 30D | -19.4% | +15.2% | -34.6% | -24.9% |
| 3M | -37.4% | +7.6% | -45.0% | -40.5% |
| 6M | -51.5% | +5.3% | -56.7% | -54.0% |
| YTD | -8.1% | +8.6% | -16.7% | -15.6% |
| 1Y | +13.8% | +15.6% | -1.8% | +1.1% |
| 3Y | +59.4% | -35.2% | +94.6% | +85.3% |
| 5Y | +65.9% | -29.1% | +94.9% | +80.5% |
| All | +242.5% | +13.4% | +229.1% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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