+1,348.4%
FERG vs AME
+1,439.6%
-91.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.0% |
| 7D | 0.0% | +0.6% | -0.7% | -0.2% |
| 30D | -10.2% | -6.7% | -3.5% | -8.8% |
| 3M | -0.6% | +4.1% | -4.7% | -1.4% |
| 6M | -6.5% | +1.6% | -8.1% | -6.8% |
| YTD | +4.2% | +16.1% | -12.0% | +1.1% |
| 1Y | -2.3% | +27.3% | -29.6% | -7.0% |
| 3Y | +48.5% | +50.9% | -2.4% | +37.0% |
| 5Y | +72.0% | +81.4% | -9.4% | +54.1% |
| 10Y | +369.9% | +417.0% | -47.1% | +296.7% |
| All | +1,348.4% | +1,439.6% | -91.2% | +1,260.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling