+5,927.8%
AMD vs FERG
+1,516.3%
+4,411.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.6% | +9.5% | +6.7% |
| 7D | +44.7% | +8.2% | +36.6% | +42.3% |
| 30D | -3.3% | +14.4% | -17.7% | -6.0% |
| 3M | +21.2% | +4.3% | +16.8% | +20.1% |
| 6M | +30.6% | +7.9% | +22.7% | +28.4% |
| YTD | +173.3% | +16.3% | +157.0% | +164.9% |
| 1Y | +126.1% | +2.2% | +123.8% | +124.7% |
| 3Y | +393.5% | +67.3% | +326.3% | +345.9% |
| 5Y | +295.8% | +75.3% | +220.4% | +248.0% |
| 10Y | +8,648.9% | +421.0% | +8,227.9% | +7,339.7% |
| All | +5,927.8% | +1,516.3% | +4,411.5% | +4,719.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling