+494.6%
FERG vs AMT
+116.9%
+377.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.1% | +11.1% | +11.2% |
| 7D | +7.3% | +0.4% | +7.0% | +7.3% |
| 30D | +18.1% | +3.7% | +14.4% | +17.5% |
| 3M | +1.6% | +10.7% | -9.1% | +0.1% |
| 6M | +8.5% | +9.3% | -0.7% | +6.8% |
| YTD | +18.6% | +10.9% | +7.6% | +16.3% |
| 1Y | +5.7% | +10.5% | -4.8% | +3.7% |
| 3Y | +74.0% | +15.5% | +58.5% | +68.1% |
| 5Y | +83.9% | -20.6% | +104.5% | +82.6% |
| 10Y | +494.6% | +124.5% | +370.0% | +551.3% |
| All | +494.6% | +116.9% | +377.7% | +551.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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