+6,351.7%
AMD vs FERG
+434.6%
+5,917.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.8% | +11.9% | +11.3% |
| 7D | -11.0% | -2.1% | -9.0% | -10.2% |
| 30D | -30.5% | +8.7% | -39.1% | -32.1% |
| 3M | -8.2% | -7.4% | -0.8% | -6.1% |
| 6M | +6.6% | -6.6% | +13.2% | +8.6% |
| YTD | +109.7% | +6.6% | +103.1% | +105.6% |
| 1Y | +88.9% | -3.6% | +92.5% | +90.5% |
| 3Y | +301.8% | +56.4% | +245.4% | +251.3% |
| 5Y | +229.4% | +67.5% | +161.9% | +175.3% |
| All | +6,351.7% | +434.6% | +5,917.1% | +6,701.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling