+2.2%
FERG vs AMT
+7.3%
-5.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | +8.2% | -2.2% | +10.3% | +8.5% |
| 30D | +14.4% | +5.8% | +8.6% | +13.7% |
| 3M | +4.3% | +12.6% | -8.2% | +2.9% |
| 6M | +7.9% | +8.3% | -0.4% | +7.0% |
| YTD | +16.3% | +11.4% | +4.8% | +13.0% |
| 1Y | +2.2% | +7.7% | -5.5% | +2.4% |
| All | +2.2% | +7.3% | -5.1% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling