+1,526.4%
FERG vs AME
+1,470.3%
+56.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +9.7% | +5.9% | +3.9% | +8.4% |
| 30D | +15.0% | -1.9% | +17.0% | +15.5% |
| 3M | +3.8% | -5.4% | +9.1% | +5.0% |
| 6M | +10.6% | +4.9% | +5.7% | +9.4% |
| YTD | +17.0% | +18.5% | -1.5% | +12.9% |
| 1Y | +7.1% | +25.5% | -18.4% | +2.2% |
| 3Y | +67.7% | +63.0% | +4.7% | +52.6% |
| 5Y | +76.4% | +78.3% | -1.9% | +57.7% |
| 10Y | +424.2% | +447.1% | -22.9% | +339.8% |
| All | +1,526.4% | +1,470.3% | +56.0% | +1,419.3% |
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