+421.0%
FERG vs AMC
-98.8%
+519.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -3.6% |
| 7D | +8.2% | +8.4% | -0.3% | +8.1% |
| 30D | +14.4% | +9.2% | +5.2% | +14.3% |
| 3M | +4.3% | +32.0% | -27.7% | +4.2% |
| 6M | +7.9% | +149.3% | -141.4% | +7.1% |
| YTD | +16.3% | +114.1% | -97.8% | +15.5% |
| 1Y | +2.2% | +35.8% | -33.5% | +1.8% |
| 3Y | +67.3% | -58.3% | +125.6% | +66.9% |
| 5Y | +75.3% | -99.2% | +174.5% | +74.5% |
| All | +421.0% | -98.8% | +519.8% | +484.5% |
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