+2,951.5%
AMAT vs FERG
+1,382.0%
+1,569.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.4% |
| 7D | -14.7% | -2.1% | -12.6% | -14.2% |
| 30D | -36.1% | +8.7% | -44.8% | -37.3% |
| 3M | -36.9% | -7.4% | -29.4% | -35.7% |
| 6M | -22.2% | -6.6% | -15.6% | -21.0% |
| YTD | +29.9% | +6.6% | +23.3% | +28.4% |
| 1Y | +43.3% | -3.6% | +46.8% | +44.6% |
| 3Y | +142.7% | +56.4% | +86.3% | +123.2% |
| 5Y | +126.2% | +67.5% | +58.7% | +103.0% |
| 10Y | +1,211.7% | +434.6% | +777.2% | +1,022.4% |
| All | +2,951.5% | +1,382.0% | +1,569.5% | +2,359.2% |
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