+1,348.4%
FERG vs AA
+40.5%
+1,307.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +2.5% |
| 7D | 0.0% | -0.7% | +0.7% | 0.0% |
| 30D | -10.2% | +5.0% | -15.2% | -10.7% |
| 3M | -0.6% | -35.8% | +35.2% | +3.0% |
| 6M | -6.5% | -18.4% | +11.9% | -5.4% |
| YTD | +4.2% | -5.5% | +9.7% | +3.9% |
| 1Y | -2.3% | +61.0% | -63.2% | -7.1% |
| 3Y | +48.5% | +66.2% | -17.7% | +38.9% |
| 5Y | +72.0% | +11.4% | +60.6% | +63.1% |
| 10Y | +369.9% | +116.9% | +253.0% | +341.5% |
| All | +1,348.4% | +40.5% | +1,307.9% | +1,293.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling