+147.1%
AMAT vs FERG
+77.6%
+69.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.4% | -3.2% |
| 7D | +11.4% | +9.7% | +1.6% | +4.7% |
| 30D | -17.0% | +15.0% | -32.1% | -24.4% |
| 3M | -30.6% | +3.8% | -34.4% | -32.3% |
| 6M | -14.9% | +10.6% | -25.6% | -20.9% |
| YTD | +44.7% | +17.0% | +27.7% | +29.2% |
| 1Y | +66.9% | +7.1% | +59.8% | +57.8% |
| 3Y | +153.3% | +67.7% | +85.6% | +65.2% |
| All | +147.1% | +77.6% | +69.5% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling