+286.9%
AMKR vs STZ
+2,252.4%
-1,965.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | 0.0% | -1.9% | +1.9% | +0.7% |
| 30D | -11.1% | -1.9% | -9.3% | -10.8% |
| 3M | -35.2% | -6.2% | -28.9% | -34.4% |
| 6M | +4.9% | -14.0% | +18.9% | +9.2% |
| YTD | +21.6% | -5.1% | +26.7% | +21.0% |
| 1Y | +98.0% | -9.6% | +107.6% | +100.4% |
| 3Y | +77.8% | -47.2% | +125.1% | +118.4% |
| 5Y | +79.9% | -33.6% | +113.5% | +100.5% |
| 10Y | +456.9% | -9.8% | +466.6% | +440.5% |
| All | +286.9% | +2,252.4% | -1,965.4% | +11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling