+86.2%
FERG vs AA
-11.0%
+97.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.4% |
| 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% | +10.8% |
| 6M | +9.2% | -36.8% | +46.0% | +17.8% |
| YTD | +20.6% | -22.2% | +42.8% | +23.6% |
| 1Y | +5.7% | +10.4% | -4.7% | +0.8% |
| 3Y | +73.6% | +72.0% | +1.6% | +44.7% |
| 5Y | +86.2% | -15.6% | +101.8% | +68.2% |
| All | +86.2% | -11.0% | +97.2% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling