+690.1%
AMKR vs ESTC
+19.1%
+671.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.5% |
| 7D | +8.3% | -9.2% | +17.5% | +11.4% |
| 30D | -6.8% | +8.1% | -14.8% | -10.7% |
| 3M | -31.9% | +38.5% | -70.4% | -40.4% |
| 6M | +18.4% | +57.8% | -39.4% | -2.6% |
| YTD | +31.7% | +10.5% | +21.1% | +20.8% |
| 1Y | +105.2% | -6.4% | +111.6% | +97.2% |
| 3Y | +147.7% | +4.7% | +143.1% | +108.4% |
| 5Y | +99.4% | -47.8% | +147.1% | +98.0% |
| All | +690.1% | +19.1% | +671.0% | +350.5% |
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