+76.4%
AMZN vs FERG
+52.4%
+24.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | -1.0% | +0.9% | -1.9% | -1.3% |
| 30D | -9.2% | -15.1% | +5.8% | -4.0% |
| 3M | +3.4% | -4.8% | +8.2% | +4.9% |
| 6M | +18.2% | -2.5% | +20.7% | +18.6% |
| YTD | +9.3% | +1.8% | +7.5% | +7.6% |
| 1Y | +5.9% | -0.3% | +6.3% | +4.7% |
| All | +76.4% | +52.4% | +24.0% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling