+1,315.5%
FERG vs AMKR
+648.3%
+667.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.5% |
| 7D | +0.9% | +8.9% | -8.0% | 0.0% |
| 30D | -15.1% | -2.7% | -12.4% | -15.0% |
| 3M | -4.8% | -27.5% | +22.6% | -2.9% |
| 6M | -2.5% | +19.4% | -21.8% | -5.8% |
| YTD | +1.8% | +30.7% | -28.9% | -3.0% |
| 1Y | -0.3% | +107.9% | -108.2% | -9.5% |
| 3Y | +52.9% | +136.1% | -83.2% | +35.6% |
| 5Y | +69.3% | +96.6% | -27.3% | +49.6% |
| 10Y | +352.7% | +535.0% | -182.3% | +284.0% |
| All | +1,315.5% | +648.3% | +667.2% | +1,123.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling