+629.6%
AMKR vs ESTC
+31.2%
+598.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.5% | +6.3% | +3.1% |
| 7D | 0.0% | -8.1% | +8.1% | +2.3% |
| 30D | -11.1% | +31.7% | -42.8% | -20.0% |
| 3M | -35.2% | +41.1% | -76.2% | -43.3% |
| 6M | +4.9% | +77.1% | -72.2% | -16.8% |
| YTD | +21.6% | +21.7% | -0.1% | +8.4% |
| 1Y | +98.0% | +8.4% | +89.7% | +81.6% |
| 3Y | +77.8% | +23.6% | +54.2% | +41.4% |
| 5Y | +79.9% | -46.5% | +126.3% | +79.1% |
| All | +629.6% | +31.2% | +598.5% | +304.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling