+28.4%
FERG vs AMDL
+145.7%
-117.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +11.9% | -15.5% | -4.5% |
| 7D | +8.2% | +103.5% | -95.4% | +2.5% |
| 30D | +14.4% | -18.3% | +32.7% | +14.0% |
| 3M | +4.3% | +20.1% | -15.7% | +0.6% |
| 6M | +7.9% | +15.9% | -8.0% | +1.8% |
| YTD | +16.3% | +303.0% | -286.8% | -4.6% |
| 1Y | +2.2% | +164.0% | -161.7% | -13.3% |
| All | +28.4% | +145.7% | -117.3% | -11.4% |
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