+65.0%
FERG vs AMC
-99.3%
+164.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -0.9% |
| 7D | -2.1% | +2.6% | -4.7% | -2.2% |
| 30D | +8.7% | +9.0% | -0.4% | +8.2% |
| 3M | -7.4% | +22.2% | -29.6% | -8.3% |
| 6M | -6.6% | +91.5% | -98.1% | -10.1% |
| YTD | +6.6% | +101.3% | -94.7% | +2.0% |
| 1Y | -3.6% | +20.8% | -24.3% | -5.8% |
| 3Y | +56.4% | -71.3% | +127.7% | +59.0% |
| All | +65.0% | -99.3% | +164.3% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling