+372.3%
AMKR vs EOSE
-60.6%
+432.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.6% |
| 7D | +8.3% | +1.8% | +6.5% | +8.0% |
| 30D | -6.8% | -6.8% | +0.1% | -6.3% |
| 3M | -31.9% | -36.3% | +4.3% | -28.4% |
| 6M | +18.4% | -38.8% | +57.1% | +23.6% |
| YTD | +31.7% | -65.5% | +97.2% | +44.0% |
| 1Y | +105.2% | -45.3% | +150.5% | +111.3% |
| 3Y | +147.7% | +44.2% | +103.6% | +107.3% |
| 5Y | +99.4% | -69.5% | +168.9% | +66.5% |
| All | +372.3% | -60.6% | +432.9% | +324.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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