-22.2%
AMAT vs FERG
-7.5%
-14.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.7% |
| 7D | -14.7% | -2.1% | -12.6% | -13.0% |
| 30D | -36.1% | +8.7% | -44.8% | -38.6% |
| 3M | -36.9% | -7.4% | -29.4% | -33.6% |
| 6M | -22.2% | -6.6% | -15.6% | -16.1% |
| All | -22.2% | -7.5% | -14.7% | -16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling