+46.6%
ASML vs FERG
+4.6%
+41.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +11.2% | -5.0% | +0.4% |
| 7D | -0.8% | +7.3% | -8.2% | -4.4% |
| 30D | -14.9% | +18.1% | -33.0% | -21.9% |
| 3M | -13.0% | +1.6% | -14.6% | -14.1% |
| 6M | -4.7% | +8.5% | -13.2% | -9.4% |
| YTD | +42.3% | +18.6% | +23.8% | +29.1% |
| All | +46.6% | +4.6% | +41.9% | +38.2% |
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