+454.0%
FERG vs AMC
-98.1%
+552.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.3% | -2.0% | +2.3% |
| 7D | 0.0% | +2.3% | -2.4% | -0.1% |
| 30D | -10.2% | -0.7% | -9.4% | -10.2% |
| 3M | -0.6% | +35.2% | -35.8% | -0.9% |
| 6M | -6.5% | +124.6% | -131.1% | -7.1% |
| YTD | +4.2% | +69.9% | -65.7% | +3.6% |
| 1Y | -2.3% | -2.6% | +0.3% | -2.5% |
| 3Y | +48.5% | -79.8% | +128.3% | +48.5% |
| 5Y | +72.0% | -99.4% | +171.4% | +71.6% |
| 10Y | +369.9% | -98.9% | +468.8% | +419.0% |
| All | +454.0% | -98.1% | +552.1% | +490.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling