+50.9%
FERG vs AA
+82.1%
-31.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.0% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | -15.1% | -1.6% | -13.5% | -15.0% |
| 3M | -4.8% | -29.8% | +25.0% | +0.9% |
| 6M | -2.5% | -16.6% | +14.2% | -0.7% |
| YTD | +1.8% | -4.0% | +5.8% | +0.3% |
| 1Y | -0.3% | +63.5% | -63.8% | -12.2% |
| All | +50.9% | +82.1% | -31.2% | +26.0% |
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