+69.3%
FERG vs AME
+83.9%
-14.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -0.9% |
| 7D | +0.9% | +1.3% | -0.4% | 0.0% |
| 30D | -15.1% | -6.6% | -8.5% | -11.0% |
| 3M | -4.8% | +3.0% | -7.8% | -7.0% |
| 6M | -2.5% | +5.3% | -7.8% | -6.3% |
| YTD | +1.8% | +15.4% | -13.6% | -8.3% |
| 1Y | -0.3% | +26.8% | -27.1% | -16.3% |
| 3Y | +52.9% | +56.5% | -3.6% | +7.0% |
| 5Y | +69.3% | +85.2% | -16.0% | +1.9% |
| All | +69.3% | +83.9% | -14.6% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling