+183.5%
AMKR vs ES
+1,096.9%
-913.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.1% | +6.8% |
| 7D | -5.3% | -0.1% | -5.2% | -5.6% |
| 30D | -28.7% | +5.7% | -34.5% | -30.9% |
| 3M | -36.6% | -2.8% | -33.8% | -36.4% |
| 6M | -54.2% | +7.0% | -61.1% | -56.4% |
| YTD | -10.9% | +6.8% | -17.7% | -15.9% |
| 1Y | +1.3% | -0.5% | +1.8% | -2.1% |
| 3Y | +60.0% | +47.2% | +12.8% | +24.7% |
| 5Y | +59.3% | +2.3% | +57.0% | +44.4% |
| 10Y | +237.3% | +85.6% | +151.6% | +104.2% |
| All | +183.5% | +1,096.9% | -913.4% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling