+46.0%
FERG vs AMIX
-100.0%
+146.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -20.0% | +22.0% | +2.1% |
| 7D | +6.4% | -8.1% | +14.5% | +6.5% |
| 30D | +19.9% | -52.3% | +72.2% | +20.3% |
| 3M | +5.6% | -83.8% | +89.3% | +6.4% |
| 6M | +9.2% | -79.0% | +88.2% | +8.6% |
| YTD | +20.6% | -87.2% | +107.8% | +20.4% |
| 1Y | +5.7% | -91.7% | +97.4% | +5.7% |
| All | +46.0% | -100.0% | +146.0% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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