+501.4%
ACN vs FERG
+1,348.4%
-847.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.3% | -5.6% | -3.6% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +9.4% | -10.2% | +19.5% | +10.6% |
| 3M | +5.6% | -0.6% | +6.2% | +5.4% |
| 6M | -9.3% | -6.5% | -2.7% | -9.0% |
| YTD | -29.0% | +4.2% | -33.1% | -29.7% |
| 1Y | -24.7% | -2.3% | -22.4% | -25.0% |
| 3Y | -39.8% | +48.5% | -88.3% | -43.5% |
| 5Y | -40.9% | +72.0% | -112.9% | -45.9% |
| 10Y | +91.1% | +369.9% | -278.8% | +65.5% |
| All | +501.4% | +1,348.4% | -847.0% | +399.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling