+12.4%
FERG vs AMDL
+131.0%
-118.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.0% | -7.4% | -1.8% |
| 7D | +0.9% | +29.0% | -28.1% | -1.0% |
| 30D | -15.1% | +19.1% | -34.1% | -16.4% |
| 3M | -4.8% | +1.8% | -6.6% | -6.8% |
| 6M | -2.5% | +374.4% | -376.9% | -18.1% |
| YTD | +1.8% | +278.9% | -277.1% | -14.3% |
| 1Y | -0.3% | +510.6% | -510.9% | -21.4% |
| All | +12.4% | +131.0% | -118.6% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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