+4.7%
FERG vs AMRZ
-20.3%
+25.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -1.0% | -8.1% | +7.1% | +1.7% |
| 30D | -11.8% | -14.8% | +3.0% | -7.2% |
| 3M | -1.2% | -19.7% | +18.5% | +5.4% |
| 6M | -2.3% | -30.8% | +28.5% | +8.8% |
| YTD | +0.8% | -24.3% | +25.1% | +9.3% |
| 1Y | +0.5% | -24.0% | +24.5% | +7.5% |
| All | +4.7% | -20.3% | +25.0% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 10y: compounded portfolio wealth divided by compounded AMRZ 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…
10y analysis · Full analysis span regression · 6 months rolling