+20.3%
ARM vs FERG
+4.6%
+15.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +11.2% | -4.5% | +0.8% |
| 7D | -5.3% | +7.3% | -12.7% | -8.6% |
| 30D | -30.0% | +18.1% | -48.2% | -35.6% |
| 3M | -34.1% | +1.6% | -35.7% | -34.8% |
| 6M | -12.6% | +8.5% | -21.2% | -16.4% |
| YTD | +70.4% | +18.6% | +51.9% | +61.9% |
| All | +20.3% | +4.6% | +15.7% | +14.9% |
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