+4,070.3%
AMAT vs FERG
+1,348.4%
+2,721.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +3.8% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -14.8% | -10.2% | -4.6% | -12.7% |
| 3M | -9.3% | -0.6% | -8.7% | -9.1% |
| 6M | +27.4% | -6.5% | +33.9% | +29.6% |
| YTD | +77.6% | +4.2% | +73.4% | +76.4% |
| 1Y | +188.9% | -2.3% | +191.2% | +190.8% |
| 3Y | +202.3% | +48.5% | +153.8% | +180.7% |
| 5Y | +248.9% | +72.0% | +176.9% | +214.1% |
| 10Y | +1,585.2% | +369.9% | +1,215.3% | +1,356.4% |
| All | +4,070.3% | +1,348.4% | +2,721.9% | +3,278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling