+95.5%
AMD vs FERG
+3.8%
+91.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | -0.2% |
| 7D | -15.5% | +7.7% | -23.2% | -18.5% |
| 30D | -22.6% | +11.5% | -34.1% | -26.7% |
| 3M | -5.7% | -2.4% | -3.4% | -4.6% |
| 6M | +43.1% | -4.0% | +47.1% | +46.3% |
| YTD | +128.2% | +13.4% | +114.9% | +116.1% |
| 1Y | +95.5% | +3.1% | +92.4% | +90.1% |
| All | +95.5% | +3.8% | +91.7% | +90.1% |
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 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