+68.2%
AMKR vs ESTC
+13.7%
+54.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.1% | +10.5% | +10.5% |
| 7D | +6.8% | -2.6% | +9.5% | +7.6% |
| 30D | -20.8% | -8.6% | -12.2% | -19.4% |
| 3M | -29.7% | +14.4% | -44.1% | -32.0% |
| 6M | -50.2% | +73.3% | -123.5% | -56.1% |
| YTD | -3.0% | +15.7% | -18.8% | -6.9% |
| 1Y | +12.0% | -7.6% | +19.6% | +13.4% |
| All | +68.2% | +13.7% | +54.5% | +66.6% |
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