+4,286.6%
ASML vs FERG
+1,382.0%
+2,904.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.2% |
| 7D | -9.0% | -2.1% | -6.9% | -8.5% |
| 30D | -21.0% | +8.7% | -29.6% | -22.5% |
| 3M | -16.3% | -7.4% | -8.9% | -14.9% |
| 6M | -7.5% | -6.6% | -0.9% | -6.3% |
| YTD | +34.0% | +6.6% | +27.4% | +32.0% |
| 1Y | +39.3% | -3.6% | +42.9% | +40.1% |
| 3Y | +128.9% | +56.4% | +72.5% | +108.4% |
| 5Y | +76.1% | +67.5% | +8.6% | +56.2% |
| 10Y | +1,428.4% | +434.6% | +993.8% | +1,171.8% |
| All | +4,286.6% | +1,382.0% | +2,904.7% | +3,519.3% |
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