+421.0%
FERG vs ACGL
+322.9%
+98.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +8.2% | -1.2% | +9.4% | +8.4% |
| 30D | +14.4% | +12.8% | +1.6% | +12.0% |
| 3M | +4.3% | +12.3% | -7.9% | +2.2% |
| 6M | +7.9% | +15.8% | -8.0% | +4.9% |
| YTD | +16.3% | +13.9% | +2.4% | +13.3% |
| 1Y | +2.2% | +19.0% | -16.8% | -1.2% |
| 3Y | +67.3% | +33.7% | +33.6% | +57.1% |
| 5Y | +75.3% | +173.4% | -98.1% | +45.2% |
| All | +421.0% | +322.9% | +98.1% | +287.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling