+199.0%
AMD vs FERG
+65.9%
+133.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.8% | +11.9% | +11.6% |
| 7D | -11.0% | -2.1% | -9.0% | -9.5% |
| 30D | -30.5% | +8.7% | -39.1% | -33.8% |
| 3M | -8.2% | -7.4% | -0.8% | -4.1% |
| 6M | +6.6% | -6.6% | +13.2% | +10.4% |
| YTD | +109.7% | +6.6% | +103.1% | +99.1% |
| 1Y | +88.9% | -3.6% | +92.5% | +90.4% |
| 3Y | +301.8% | +56.4% | +245.4% | +168.8% |
| All | +199.0% | +65.9% | +133.1% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling