+1.9%
AMKR vs ES
-1.6%
+3.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.1% | -7.3% | -4.0% |
| 7D | -15.5% | +5.3% | -20.8% | -12.8% |
| 30D | -34.7% | +8.9% | -43.6% | -31.2% |
| 3M | -36.1% | -1.9% | -34.1% | -36.0% |
| 6M | -49.6% | +3.9% | -53.5% | -48.3% |
| YTD | -9.2% | +8.3% | -17.5% | -5.6% |
| 1Y | +1.9% | -0.1% | +2.0% | +6.1% |
| All | +1.9% | -1.6% | +3.5% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling