+242.5%
AMKR vs ES
+98.2%
+144.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.8% |
| 7D | +10.0% | +2.7% | +7.3% | +9.6% |
| 30D | -19.4% | +7.6% | -27.0% | -20.5% |
| 3M | -37.4% | +0.5% | -37.8% | -37.5% |
| 6M | -51.5% | +7.6% | -59.1% | -52.5% |
| YTD | -8.1% | +10.2% | -18.3% | -10.9% |
| 1Y | +13.8% | +1.8% | +12.0% | +11.9% |
| 3Y | +59.4% | +55.4% | +4.0% | +38.4% |
| 5Y | +65.9% | +7.3% | +58.5% | +58.2% |
| All | +242.5% | +98.2% | +144.2% | +212.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling