+66.0%
AMAT vs FERG
+1.3%
+64.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.6% | +0.1% | -0.9% |
| 7D | +19.3% | +8.2% | +11.2% | +13.0% |
| 30D | -17.9% | +14.4% | -32.3% | -24.8% |
| 3M | -30.4% | +4.3% | -34.8% | -32.2% |
| 6M | -11.4% | +7.9% | -19.3% | -16.2% |
| YTD | +48.8% | +16.3% | +32.5% | +33.0% |
| 1Y | +66.0% | +2.2% | +63.8% | +60.4% |
| All | +66.0% | +1.3% | +64.7% | +60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling