+582.8%
AMKR vs COPX
+179.5%
+403.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.5% |
| 7D | +8.3% | -2.3% | +10.6% | +9.8% |
| 30D | -6.8% | +0.3% | -7.0% | -7.2% |
| 3M | -31.9% | +6.8% | -38.8% | -34.3% |
| 6M | +18.4% | +7.9% | +10.4% | +13.4% |
| YTD | +31.7% | +23.7% | +7.9% | +15.3% |
| 1Y | +105.2% | +71.5% | +33.7% | +47.9% |
| 3Y | +147.7% | +149.1% | -1.4% | +39.7% |
| 5Y | +99.4% | +167.3% | -68.0% | +4.1% |
| 10Y | +539.7% | +568.5% | -28.8% | +90.1% |
| All | +582.8% | +179.5% | +403.2% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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