+8,520.0%
AMD vs FERG
+421.0%
+8,099.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.6% | +9.5% | +7.1% |
| 7D | +44.7% | +8.2% | +36.6% | +41.0% |
| 30D | -3.3% | +14.4% | -17.7% | -7.3% |
| 3M | +21.2% | +4.3% | +16.8% | +19.5% |
| 6M | +30.6% | +7.9% | +22.7% | +27.2% |
| YTD | +173.3% | +16.3% | +157.0% | +160.1% |
| 1Y | +126.1% | +2.2% | +123.8% | +123.6% |
| 3Y | +393.5% | +67.3% | +326.3% | +317.3% |
| 5Y | +295.8% | +75.3% | +220.4% | +218.9% |
| All | +8,520.0% | +421.0% | +8,099.0% | +6,981.4% |
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