+7.1%
FERG vs AA
-0.3%
+7.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.9% |
| 7D | +9.7% | +0.5% | +9.2% | +9.7% |
| 30D | +15.0% | -0.6% | +15.6% | +15.2% |
| 3M | +3.8% | -19.7% | +23.4% | +6.9% |
| 6M | +10.6% | -41.6% | +52.2% | +18.7% |
| YTD | +17.0% | -24.6% | +41.6% | +15.0% |
| 1Y | +7.1% | +4.9% | +2.2% | -7.5% |
| All | +7.1% | -0.3% | +7.4% | -7.5% |
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