-26.4%
ARM vs FERG
-7.5%
-18.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.6% | +5.1% |
| 7D | -15.2% | -2.1% | -13.1% | -13.9% |
| 30D | -40.7% | +8.7% | -49.3% | -42.3% |
| 3M | -39.1% | -7.4% | -31.7% | -37.2% |
| 6M | -26.4% | -6.6% | -19.8% | -20.0% |
| All | -26.4% | -7.5% | -18.9% | -20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling