+2.2%
FERG vs AA
+6.8%
-4.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.4% |
| 7D | +8.2% | +5.3% | +2.9% | +7.3% |
| 30D | +14.4% | -2.3% | +16.6% | +14.7% |
| 3M | +4.3% | -20.8% | +25.2% | +7.8% |
| 6M | +7.9% | -39.8% | +47.7% | +15.4% |
| YTD | +16.3% | -23.3% | +39.5% | +13.5% |
| 1Y | +2.2% | +1.8% | +0.4% | -11.6% |
| All | +2.2% | +6.8% | -4.6% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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