+528.2%
AMKR vs FCEL
-99.1%
+627.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +4.2% |
| 7D | +8.3% | +6.3% | +2.0% | +7.5% |
| 30D | -6.8% | -26.7% | +19.9% | -4.0% |
| 3M | -31.9% | -10.2% | -21.8% | -32.0% |
| 6M | +18.4% | +123.5% | -105.1% | +5.2% |
| YTD | +31.7% | +117.4% | -85.7% | +16.8% |
| 1Y | +105.2% | +146.0% | -40.7% | +77.2% |
| 3Y | +147.7% | -61.9% | +209.6% | +136.4% |
| 5Y | +99.4% | -90.5% | +189.9% | +107.4% |
| All | +528.2% | -99.1% | +627.3% | +710.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling