+59.4%
AMKR vs STZ
-34.9%
+94.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | +10.0% | +2.6% | +7.5% | +9.8% |
| 30D | -19.4% | +15.2% | -34.6% | -20.6% |
| 3M | -37.4% | +7.6% | -45.0% | -37.6% |
| 6M | -51.5% | +5.3% | -56.7% | -51.6% |
| YTD | -8.1% | +8.6% | -16.7% | -10.7% |
| 1Y | +13.8% | +15.6% | -1.8% | +8.2% |
| 3Y | +59.4% | -35.2% | +94.6% | +73.4% |
| All | +59.4% | -34.9% | +94.3% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling