+86.8%
ACN vs FERG
+348.1%
-261.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | -7.9% | -1.0% | -6.9% | -7.7% |
| 30D | -1.1% | -11.8% | +10.8% | +0.9% |
| 3M | +5.6% | -1.2% | +6.8% | +5.4% |
| 6M | -9.9% | -2.3% | -7.6% | -10.3% |
| YTD | -32.3% | +0.8% | -33.1% | -33.0% |
| 1Y | -25.3% | +0.5% | -25.8% | -26.3% |
| 3Y | -42.3% | +51.4% | -93.6% | -47.9% |
| 5Y | -43.5% | +67.5% | -111.0% | -50.7% |
| All | +86.8% | +348.1% | -261.3% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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