+677.1%
FERG vs AMCR
+97.2%
+579.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.4% | -0.7% |
| 7D | +0.9% | -6.3% | +7.2% | +2.4% |
| 30D | -15.1% | -7.1% | -7.9% | -13.7% |
| 3M | -4.8% | +12.7% | -17.5% | -7.4% |
| 6M | -2.5% | +5.2% | -7.6% | -3.8% |
| YTD | +1.8% | +8.1% | -6.3% | -0.3% |
| 1Y | -0.3% | +11.7% | -12.0% | -3.1% |
| 3Y | +52.9% | +9.9% | +43.0% | +49.1% |
| 5Y | +69.3% | -8.7% | +78.0% | +70.2% |
| 10Y | +352.7% | +16.8% | +335.9% | +344.0% |
| All | +677.1% | +97.2% | +579.9% | +661.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling