+528.2%
AMKR vs ESI
+312.8%
+215.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.1% |
| 7D | +8.3% | -4.6% | +12.9% | +12.3% |
| 30D | -6.8% | -10.5% | +3.7% | +2.1% |
| 3M | -31.9% | -19.8% | -12.1% | -17.2% |
| 6M | +18.4% | +5.8% | +12.6% | +18.6% |
| YTD | +31.7% | +38.3% | -6.6% | +8.6% |
| 1Y | +105.2% | +31.5% | +73.7% | +76.5% |
| 3Y | +147.7% | +80.7% | +67.1% | +71.4% |
| 5Y | +99.4% | +69.4% | +29.9% | +45.5% |
| All | +528.2% | +312.8% | +215.4% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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