+1,526.4%
FERG vs A
+783.6%
+742.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +9.7% | -0.5% | +10.2% | +9.9% |
| 30D | +15.0% | 0.0% | +15.1% | +15.1% |
| 3M | +3.8% | +16.7% | -12.9% | +0.9% |
| 6M | +10.6% | +54.8% | -44.2% | +2.2% |
| YTD | +17.0% | +28.8% | -11.8% | +11.3% |
| 1Y | +7.1% | +19.3% | -12.2% | +3.3% |
| 3Y | +67.7% | +65.5% | +2.2% | +53.4% |
| 5Y | +76.4% | +12.1% | +64.4% | +67.2% |
| 10Y | +424.2% | +305.4% | +118.9% | +364.2% |
| All | +1,526.4% | +783.6% | +742.7% | +1,315.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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