+351.3%
FERG vs AMKR
+547.1%
-195.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | +0.1% |
| 7D | -2.6% | +8.3% | -10.9% | -3.6% |
| 30D | -8.9% | -6.8% | -2.1% | -8.3% |
| 3M | -2.0% | -31.9% | +29.9% | +1.5% |
| 6M | -3.2% | +18.4% | -21.6% | -7.8% |
| YTD | +1.5% | +31.7% | -30.2% | -5.4% |
| 1Y | +0.5% | +105.2% | -104.8% | -12.3% |
| 3Y | +50.4% | +147.7% | -97.3% | +26.0% |
| 5Y | +68.7% | +99.4% | -30.7% | +40.8% |
| All | +351.3% | +547.1% | -195.8% | +258.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling