+433.7%
STM vs AMKR
+200.4%
+233.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.9% |
| 7D | -7.9% | -8.4% | +0.5% | -4.9% |
| 30D | -14.1% | -29.8% | +15.7% | -3.1% |
| 3M | -17.6% | -34.7% | +17.1% | -5.0% |
| 6M | -24.2% | -54.9% | +30.6% | -2.3% |
| YTD | +73.3% | -12.3% | +85.6% | +76.1% |
| 1Y | +90.1% | -1.4% | +91.5% | +85.0% |
| 3Y | +10.3% | +51.1% | -40.7% | -9.7% |
| 5Y | -5.7% | +62.6% | -68.3% | -25.2% |
| 10Y | +444.1% | +233.1% | +211.0% | +218.9% |
| All | +433.7% | +200.4% | +233.4% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling