+76.5%
AMKR vs ESTC
-51.0%
+127.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.1% | +10.5% | +10.5% |
| 7D | +6.8% | -2.6% | +9.5% | +7.8% |
| 30D | -20.8% | -8.6% | -12.2% | -18.9% |
| 3M | -29.7% | +14.4% | -44.1% | -33.0% |
| 6M | -50.2% | +73.3% | -123.5% | -58.1% |
| YTD | -3.0% | +15.7% | -18.8% | -10.1% |
| 1Y | +12.0% | -7.6% | +19.6% | +10.4% |
| 3Y | +67.0% | +14.6% | +52.4% | +43.4% |
| 5Y | +76.5% | -50.0% | +126.5% | +65.0% |
| All | +76.5% | -51.0% | +127.5% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling