+56.4%
FERG vs AMT
+10.5%
+45.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.4% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | +8.7% | +13.6% | -4.9% | +6.7% |
| 3M | -7.4% | +11.5% | -18.9% | -8.9% |
| 6M | -6.6% | +6.9% | -13.6% | -7.7% |
| YTD | +6.6% | +10.8% | -4.2% | +4.5% |
| 1Y | -3.6% | +10.3% | -13.9% | -5.3% |
| 3Y | +56.4% | +12.4% | +44.0% | +45.8% |
| All | +56.4% | +10.5% | +45.9% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling