+451.5%
AMKR vs ESTC
+25.9%
+425.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | +10.0% | +2.4% | +7.6% | +9.3% |
| 30D | -19.4% | -4.2% | -15.2% | -18.2% |
| 3M | -37.4% | +2.5% | -39.8% | -38.9% |
| 6M | -51.5% | +81.5% | -132.9% | -61.3% |
| YTD | -8.1% | +16.8% | -24.9% | -17.1% |
| 1Y | +13.8% | -3.5% | +17.3% | +8.8% |
| 3Y | +59.4% | +17.7% | +41.7% | +29.4% |
| 5Y | +65.9% | -51.7% | +117.6% | +72.5% |
| All | +451.5% | +25.9% | +425.6% | +209.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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