+97.9%
AMKR vs STZ
-38.7%
+136.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.1% |
| 7D | +8.9% | -6.0% | +14.9% | +10.7% |
| 30D | -2.7% | -8.9% | +6.2% | -0.5% |
| 3M | -27.5% | -12.6% | -14.9% | -25.2% |
| 6M | +19.4% | -17.2% | +36.6% | +24.8% |
| YTD | +30.7% | -10.0% | +40.7% | +30.7% |
| 1Y | +107.9% | -14.3% | +122.2% | +112.0% |
| 3Y | +136.1% | -49.9% | +186.0% | +195.5% |
| All | +97.9% | -38.7% | +136.5% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling