-15.9%
ACN vs FERG
+69.1%
-85.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -3.8% | +9.7% | -13.6% | -4.8% |
| 30D | +16.5% | +15.0% | +1.5% | +14.8% |
| 3M | +41.5% | +3.8% | +37.7% | +40.9% |
| 6M | +60.1% | +10.6% | +49.5% | +57.8% |
| YTD | -3.9% | +17.0% | -20.9% | -6.7% |
| 1Y | +4.1% | +7.1% | -3.0% | +2.7% |
| 3Y | -15.9% | +67.7% | -83.6% | -26.0% |
| All | -15.9% | +69.1% | -85.0% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling