+21.1%
STM vs AMKR
+130.1%
-108.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -3.6% |
| 7D | +5.2% | +11.1% | -5.9% | -0.3% |
| 30D | -7.4% | -8.1% | +0.7% | -4.0% |
| 3M | -30.6% | -25.6% | -5.0% | -22.2% |
| 6M | +66.4% | +22.5% | +43.9% | +44.1% |
| YTD | +101.1% | +29.1% | +72.0% | +66.5% |
| 1Y | +97.4% | +105.7% | -8.3% | +23.6% |
| 3Y | +21.1% | +133.2% | -112.1% | -39.9% |
| All | +21.1% | +130.1% | -108.9% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling