+1,425.2%
AMAT vs FERG
+440.7%
+984.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.0% | +4.1% | +5.3% |
| 7D | +7.0% | +6.4% | +0.5% | +4.9% |
| 30D | -20.6% | +19.9% | -40.5% | -25.4% |
| 3M | -24.8% | +5.6% | -30.3% | -26.2% |
| 6M | -10.7% | +9.2% | -20.0% | -13.5% |
| YTD | +54.3% | +20.6% | +33.6% | +44.8% |
| 1Y | +73.7% | +5.7% | +68.0% | +70.2% |
| 3Y | +168.4% | +73.6% | +94.8% | +125.6% |
| 5Y | +167.6% | +86.2% | +81.3% | +114.6% |
| 10Y | +1,425.2% | +440.7% | +984.5% | +1,042.0% |
| All | +1,425.2% | +440.7% | +984.5% | +1,042.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling