+286.9%
AMKR vs ES
+1,109.5%
-822.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | 0.0% | +0.3% | -0.3% | -0.2% |
| 30D | -11.1% | -2.0% | -9.2% | -10.5% |
| 3M | -35.2% | +1.7% | -36.8% | -36.3% |
| 6M | +4.9% | -3.5% | +8.4% | +4.8% |
| YTD | +21.6% | +7.9% | +13.7% | +15.1% |
| 1Y | +98.0% | +17.2% | +80.9% | +78.9% |
| 3Y | +77.8% | +29.3% | +48.5% | +47.9% |
| 5Y | +79.9% | -5.7% | +85.6% | +70.7% |
| 10Y | +456.9% | +85.2% | +371.7% | +240.5% |
| All | +286.9% | +1,109.5% | -822.6% | -13.5% |
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