+67.7%
FERG vs AMCR
-12.3%
+80.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.5% |
| 7D | -2.6% | -6.3% | +3.7% | +0.6% |
| 30D | -8.9% | -7.8% | -1.1% | -5.2% |
| 3M | -2.0% | +7.5% | -9.6% | -6.1% |
| 6M | -3.2% | +2.7% | -5.9% | -5.4% |
| YTD | +1.5% | +6.0% | -4.5% | -3.1% |
| 1Y | +0.5% | +7.8% | -7.3% | -5.1% |
| 3Y | +50.4% | +5.8% | +44.6% | +39.4% |
| All | +67.7% | -12.3% | +80.1% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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