+73.0%
FERG vs AA
+73.1%
-0.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.5% |
| 7D | +6.4% | +1.1% | +5.3% | +6.3% |
| 30D | +19.9% | -1.3% | +21.2% | +20.2% |
| 3M | +5.6% | -23.9% | +29.5% | +10.5% |
| 6M | +9.2% | -36.8% | +46.0% | +17.2% |
| YTD | +20.6% | -22.2% | +42.8% | +23.1% |
| 1Y | +5.7% | +10.4% | -4.7% | +0.5% |
| All | +73.0% | +73.1% | -0.1% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling