+55.4%
FCX vs AMKR
+64.2%
-8.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.0% |
| 7D | -0.3% | +10.0% | -10.3% | -3.7% |
| 30D | -14.7% | -19.4% | +4.7% | -8.8% |
| 3M | -11.2% | -37.4% | +26.2% | +2.8% |
| 6M | -11.4% | -51.5% | +40.1% | +8.7% |
| YTD | +17.7% | -8.1% | +25.8% | +10.9% |
| 1Y | +47.5% | +13.8% | +33.7% | +27.4% |
| 3Y | +83.9% | +59.4% | +24.5% | +25.1% |
| All | +55.4% | +64.2% | -8.8% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMKR.
Daily Out/Under-Performance
Portfolio return minus AMKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMKR 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 AMKR 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