+1,348.4%
FERG vs AMT
+463.7%
+884.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.4% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -10.2% | +4.6% | -14.8% | -10.7% |
| 3M | -0.6% | -8.4% | +7.9% | +0.3% |
| 6M | -6.5% | -6.0% | -0.5% | -6.1% |
| YTD | +4.2% | +2.1% | +2.1% | +3.6% |
| 1Y | -2.3% | -6.4% | +4.1% | -1.9% |
| 3Y | +48.5% | +8.1% | +40.4% | +45.8% |
| 5Y | +72.0% | -31.9% | +103.9% | +73.5% |
| 10Y | +369.9% | +97.1% | +272.8% | +359.7% |
| All | +1,348.4% | +463.7% | +884.7% | +1,311.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling