+133.2%
AMKR vs ESTC
+11.7%
+121.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.7% | +9.9% | +6.8% |
| 7D | +11.1% | -4.3% | +15.4% | +11.7% |
| 30D | -8.1% | +17.7% | -25.8% | -11.7% |
| 3M | -25.6% | +42.3% | -67.9% | -31.4% |
| 6M | +22.5% | +64.6% | -42.1% | +8.4% |
| YTD | +29.1% | +17.2% | +11.9% | +23.5% |
| 1Y | +105.7% | -4.2% | +109.9% | +105.6% |
| 3Y | +133.2% | +13.5% | +119.7% | +124.2% |
| All | +133.2% | +11.7% | +121.5% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling