+1,665.8%
AMAT vs FERG
+358.9%
+1,306.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.3% |
| 7D | +7.0% | +3.4% | +3.6% | +5.8% |
| 30D | -12.2% | -11.5% | -0.7% | -8.6% |
| 3M | -3.8% | +1.3% | -5.1% | -4.2% |
| 6M | +45.9% | -1.0% | +46.9% | +46.6% |
| YTD | +84.6% | +3.2% | +81.4% | +83.1% |
| 1Y | +193.4% | -3.0% | +196.3% | +196.3% |
| 3Y | +228.1% | +55.0% | +173.0% | +189.6% |
| 5Y | +268.9% | +72.6% | +196.3% | +213.3% |
| 10Y | +1,665.8% | +358.9% | +1,306.8% | +1,431.2% |
| All | +1,665.8% | +358.9% | +1,306.8% | +1,431.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FERG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling