+264.6%
AMD vs FERG
+77.6%
+187.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.6% | -9.4% | -9.1% |
| 7D | +18.9% | +9.7% | +9.2% | +12.2% |
| 30D | -6.4% | +15.0% | -21.5% | -14.1% |
| 3M | +10.6% | +3.8% | +6.8% | +7.9% |
| 6M | +19.9% | +10.6% | +9.3% | +11.7% |
| YTD | +149.4% | +17.0% | +132.4% | +123.4% |
| 1Y | +115.4% | +7.1% | +108.3% | +103.3% |
| 3Y | +357.3% | +67.7% | +289.5% | +194.1% |
| All | +264.6% | +77.6% | +187.0% | +111.6% |
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