+655.9%
STM vs AMKR
+547.1%
+108.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -2.9% | -0.7% |
| 7D | -1.4% | +8.3% | -9.7% | -5.4% |
| 30D | -4.9% | -6.8% | +1.8% | -2.2% |
| 3M | -34.0% | -31.9% | -2.0% | -22.8% |
| 6M | +51.8% | +18.4% | +33.5% | +33.0% |
| YTD | +99.4% | +31.7% | +67.7% | +62.8% |
| 1Y | +99.1% | +105.2% | -6.2% | +26.3% |
| 3Y | +19.5% | +147.7% | -128.3% | -35.0% |
| 5Y | +19.5% | +99.4% | -79.9% | -30.8% |
| All | +655.9% | +547.1% | +108.7% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMKR.
Daily Out/Under-Performance
Portfolio return minus AMKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMKR 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 AMKR 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