+26.1%
FERG vs AMIX
-99.9%
+126.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.3% |
| 7D | 0.0% | -13.7% | +13.7% | 0.0% |
| 30D | -10.2% | -62.1% | +51.9% | -9.8% |
| 3M | -0.6% | -46.2% | +45.6% | -1.4% |
| 6M | -6.5% | -46.4% | +39.9% | -7.4% |
| YTD | +4.2% | -60.3% | +64.4% | +3.4% |
| 1Y | -2.3% | -79.7% | +77.4% | -2.5% |
| All | +26.1% | -99.9% | +126.0% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling