+440.7%
FERG vs AMC
-98.7%
+539.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.1% | +2.0% |
| 7D | +6.4% | -2.8% | +9.3% | +6.4% |
| 30D | +19.9% | +14.0% | +5.9% | +19.8% |
| 3M | +5.6% | +42.5% | -36.9% | +5.3% |
| 6M | +9.2% | +142.6% | -133.3% | +8.5% |
| YTD | +20.6% | +119.2% | -98.6% | +19.8% |
| 1Y | +5.7% | +40.7% | -35.1% | +5.2% |
| 3Y | +73.6% | -57.3% | +130.9% | +73.2% |
| 5Y | +86.2% | -99.1% | +185.3% | +85.3% |
| 10Y | +440.7% | -98.7% | +539.4% | +506.2% |
| All | +440.7% | -98.7% | +539.3% | +506.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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