+1,315.3%
AMAT vs FERG
+494.6%
+820.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +11.2% | +0.1% | +7.4% |
| 7D | -1.1% | +7.3% | -8.4% | -3.2% |
| 30D | -26.9% | +18.1% | -45.0% | -30.9% |
| 3M | -31.2% | +1.6% | -32.8% | -31.7% |
| 6M | -14.7% | +8.5% | -23.2% | -17.1% |
| YTD | +44.7% | +18.6% | +26.1% | +36.9% |
| 1Y | +62.0% | +5.7% | +56.2% | +58.8% |
| 3Y | +165.0% | +74.0% | +90.9% | +124.3% |
| 5Y | +147.1% | +83.9% | +63.2% | +100.6% |
| 10Y | +1,315.3% | +494.6% | +820.7% | +1,087.9% |
| All | +1,315.3% | +494.6% | +820.7% | +1,087.9% |
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