+66.7%
FERG vs AME
+63.5%
+3.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -4.0% |
| 7D | +8.2% | +8.1% | +0.1% | +3.1% |
| 30D | +14.4% | -3.8% | +18.1% | +16.7% |
| 3M | +4.3% | -6.6% | +11.0% | +8.5% |
| 6M | +7.9% | +4.6% | +3.3% | +4.0% |
| YTD | +16.3% | +17.9% | -1.7% | +4.1% |
| 1Y | +2.2% | +23.2% | -21.0% | -10.7% |
| All | +66.7% | +63.5% | +3.2% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 3y: compounded portfolio wealth divided by compounded AME 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…
3y analysis · Full analysis span regression · 6 months rolling