+86.1%
ARM vs FERG
+0.8%
+85.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.3% | +1.6% | +2.8% |
| 7D | +5.5% | 0.0% | +5.5% | +5.5% |
| 30D | -8.2% | -10.2% | +2.0% | -3.9% |
| 3M | -35.9% | -0.6% | -35.3% | -35.9% |
| 6M | +103.1% | -6.5% | +109.6% | +107.7% |
| YTD | +130.6% | +4.2% | +126.4% | +131.3% |
| 1Y | +86.1% | -2.3% | +88.3% | +89.2% |
| All | +86.1% | +0.8% | +85.2% | +89.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling