+65.0%
FERG vs AMT
-20.2%
+85.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.2% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | +8.7% | +13.6% | -4.9% | +5.2% |
| 3M | -7.4% | +11.5% | -18.9% | -10.1% |
| 6M | -6.6% | +6.9% | -13.6% | -8.7% |
| YTD | +6.6% | +10.8% | -4.2% | +2.8% |
| 1Y | -3.6% | +10.3% | -13.9% | -6.8% |
| 3Y | +56.4% | +12.4% | +44.0% | +45.3% |
| All | +65.0% | -20.2% | +85.2% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling