+494.6%
FERG vs AMC
-98.6%
+593.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +8.3% | +2.9% | +11.2% |
| 7D | +7.3% | +6.6% | +0.8% | +7.3% |
| 30D | +18.1% | +14.1% | +4.0% | +18.0% |
| 3M | +1.6% | +31.3% | -29.6% | +1.4% |
| 6M | +8.5% | +126.7% | -118.1% | +7.8% |
| YTD | +18.6% | +117.9% | -99.4% | +17.8% |
| 1Y | +5.7% | +41.1% | -35.4% | +5.2% |
| 3Y | +74.0% | -61.0% | +135.0% | +73.6% |
| 5Y | +83.9% | -99.1% | +183.0% | +83.0% |
| 10Y | +494.6% | -98.7% | +593.3% | +568.0% |
| All | +494.6% | -98.6% | +593.2% | +568.0% |
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