+21.1%
STM vs AMKR
+101.8%
-80.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -1.5% |
| 7D | +1.7% | +8.9% | -7.2% | -3.0% |
| 30D | -5.2% | -2.7% | -2.5% | -4.5% |
| 3M | -29.6% | -27.5% | -2.2% | -19.5% |
| 6M | +54.4% | +19.4% | +35.0% | +33.0% |
| YTD | +99.5% | +30.7% | +68.8% | +60.4% |
| 1Y | +100.8% | +107.9% | -7.2% | +20.3% |
| 3Y | +20.2% | +136.1% | -115.9% | -39.4% |
| 5Y | +21.1% | +96.6% | -75.5% | -39.4% |
| All | +21.1% | +101.8% | -80.7% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling