-2.3%
FERG vs AMKR
+103.7%
-105.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.6% | +2.1% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -10.2% | -11.1% | +1.0% | -9.0% |
| 3M | -0.6% | -35.2% | +34.6% | +4.0% |
| 6M | -6.5% | +4.9% | -11.4% | -12.2% |
| YTD | +4.2% | +21.6% | -17.4% | -6.5% |
| 1Y | -2.3% | +98.0% | -100.3% | -28.3% |
| All | -2.3% | +103.7% | -105.9% | -28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling